Search Results - subject:"Kolmogorov–Smirnov test"

Maximum likelihood estimation under a finite mixture of generalized exponential distributions based on censored data

Ateya, Saieed - In: Statistical Papers 55 (2014) 2, pp. 311-325

In this paper, the identifiability of a finite mixture of generalized exponential distributions (GE(τ, α)) is proved and the maximum likelihood estimates (MLE’s) of the parameters are obtained using EM algorithm based on a general form of right-censored failure times. The results are...

Persistent link: https://www.econbiz.de/10010998558

Generating beta random numbers and Dirichlet random vectors in R: The package rBeta2009

Cheng, Ching-Wei; Hung, Ying-Chao; Balakrishnan, … - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 1011-1020

A software package, rBeta2009, developed to generate beta random numbers and Dirichlet random vectors in R is presented. The package incorporates state-of-the-art algorithms so as to minimize the computer generation time. In addition, it is designed in a way that (i) the generation efficiency is...

Persistent link: https://www.econbiz.de/10010719661

Testing the martingale hypothesis

Phillips, Peter C. B.; Jin, Sainan - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 4, pp. 537-554

Persistent link: https://www.econbiz.de/10010488434

An empirical study on mutual funds performance persistence in China

Chen, Dawei; Gan, Christopher; Hu, Baiding - In: Emerging markets and the global economy, (pp. 309-325). 2014

Persistent link: https://www.econbiz.de/10010434649

Przestrzeń w badaniach ekonomicznych : monografia

Szajt, Marek - 2014

Persistent link: https://www.econbiz.de/10011305006

The empirical process of autoregressive residuals

Nielsen, Bent; Engler, Eric - Economics Group, Nuffield College, University of Oxford - 2007

establish asymptotic theory for the Kolmogorov-Smirnov test, Probability-Probability plots, and Quantile-Quantile plots. The …

Persistent link: https://www.econbiz.de/10005549201

Exprots, FDI, and Productivity: Evidence from Japanese Manufacturing Firms

Kwon, Hyeog Ug - Institute of Economic Research, Hitotsubashi University - 2007

-sided and one-sided Kolmogorov-Smirnov tests. The nonparametric Kolmogorov-Smirnov test requires three assumptions: (1) the … nonparametric Kolmogorov-Smirnov test on the productivity differentials between groups. Like previous empirical studies which found … of non-exporters, thus confirming the theoretical predictions. Keywords: Export, FDI, TFP, nonparametric Kolmogorov-Smirnov …

Persistent link: https://www.econbiz.de/10005783954

The empirical process of autoregressive residuals

Engler, Eric; Nielsen, Bent - Department of Economics, Oxford University - 2007

establish asymptotic theory for the Kolmogorov-Smirnov test. Probability-Probability plots, and Quantile-Quantile plots. The …

Persistent link: https://www.econbiz.de/10010604890

A note on the biasedness and unbiasedness of two-sample Kolmogorov–Smirnov test

Bubeliny, Peter - In: Statistics & Risk Modeling 30 (2013) 2, pp. 181-188

Abstract This paper deals with the two-sample Kolmogorov–Smirnov test and its biasedness. This test is not unbiased in …

Persistent link: https://www.econbiz.de/10014622236

A Wave of Mergers and Acquisitions: Are Indian Banks Going Up a Blind Alley?

Kalra, Neha; Gupta, Shaveta; Bagga, Rajesh - In: Global Business Review 14 (2013) 2, pp. 263-282

Mergers and acquisitions are strategic decisions taken for maximization of a companyâ€™s growth. But the point of the matter is, how far does the empirical evidence support this notion? An examination of the existing literature suggested no conclusive evidence about the impact of M&A on...

Persistent link: https://www.econbiz.de/10011139671