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  • Search: subject:"Chi-squared approximation"
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Subject
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Chi-squared approximation 3 Asymptotic expansion 2 Bartlett-type adjustment 2 ARCH model 1 ARCH-Modell 1 Bartlett correction 1 Bootstrap 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Capital income 1 Composite hypothesis 1 Edgeworth expansion 1 Estimation theory 1 Finite sample distribution 1 GARCH time series 1 Gram-Charlier expansion 1 Kapitaleinkommen 1 Nuisance parameter 1 Risiko 1 Risk 1 Risk-return ratio 1 S&P 500 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Time series analysis 1 Zeitreihenanalyse 1 asymptotic expansion 1 chi-squared approximation 1 monotone transformation 1
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Undetermined 3 Free 1
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Article 4
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 3 English 1
Author
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Kakizawa, Yoshihide 2 Fujikoshi, Yasunori 1 Habibi, Reza 1
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Journal of Multivariate Analysis 2 Journal of business and finance 1 Statistics & Probability Letters 1
Source
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RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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Finite sample distributions of risk-return ratios
Habibi, Reza - In: Journal of business and finance 3 (2017) 1, pp. 15-19
Persistent link: https://www.econbiz.de/10012019269
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Generalized Cordeiro–Ferrari Bartlett-type adjustment
Kakizawa, Yoshihide - In: Statistics & Probability Letters 82 (2012) 11, pp. 2008-2016
The Bartlett-type adjustment is a higher-order asymptotic method for reducing the errors of the chi-squared approximations to the null distributions of various test statistics, which ensures that the resulting test has size α+o(N−1), where 0α1 is the significance level and N is the sample...
Persistent link: https://www.econbiz.de/10011039858
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Improved chi-squared tests for a composite hypothesis
Kakizawa, Yoshihide - In: Journal of Multivariate Analysis 107 (2012) C, pp. 141-161
The Bartlett-type adjustment is a higher-order asymptotic method for improving the chi-squared approximation to the …
Persistent link: https://www.econbiz.de/10011042086
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Transformations with Improved Chi-Squared Approximations
Fujikoshi, Yasunori - In: Journal of Multivariate Analysis 72 (2000) 2, pp. 249-263
the chi-squared approximation than do the Bartlett corrections. Further, it is seen that the proposed approximations are …
Persistent link: https://www.econbiz.de/10005199504
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