Limited expected value comparison tests

Currently, no asymptotic distribution theory exists for test statistics based on the empirical limited expected value function. Using the theory of U-statistics we show that the asymptotic distribution of several test statistics can be characterized as a linear function of independent chi-squared random variables.

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Year of publication:	1992
Authors:	Carriere, Jacques
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 15.1992, 4, p. 321-327
Publisher:	Elsevier
Keywords:	Limited expected value function U-statistics asymptotic distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137953