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  • Search: subject:"chi-square distribution"
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Year of publication
Subject
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Chi-square distribution 10 chi-square distribution 8 Wald test 4 Estimation theory 3 Likelihood ratio test 3 Schätztheorie 3 Score test 3 goodness-of-fit test 3 Autoregressive process 2 Börsenkurs 2 Constant elasticity of variance model 2 Estimation 2 Moment-structures 2 Noncentral Chi-square distribution 2 Option pricing 2 Schätzung 2 Share price 2 chi-square difference test statistic 2 moment-structures 2 non-normality 2 noncentral chi-square distribution 2 nonnormality 2 62E17 Multivariate skew normal distribution Noncentral skew chi-square distribution Necessary and sufficient conditions Cochran's theorem Moment generating function 1 62H10 secondary 1 ARCH model 1 ARCH-Modell 1 ARFIMA 1 AUC 1 Adult 1 Aktienmarkt 1 Approximation for positive definite matrices 1 Asymptotic distribution 1 Asymptotic efficiency 1 Asymptotic expansions 1 Asymptotic independence 1 Benchmarking 1 Binomial distribution 1 Biostatistics 1 Bivariate chi-square distribution 1 Capital income 1
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Online availability
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Undetermined 25 Free 6
Type of publication
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Article 26 Book / Working Paper 5 Other 1
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Aufsatz im Buch 1 Book section 1 Thesis 1
Language
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Undetermined 23 English 9
Author
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Satorra, Albert 4 Bentler, Peter 2 Gagné, Christian 2 Quennevillle, Benoît 2 Alexander, Shapiro 1 Babu, Gutti 1 Bauer, Greta R. 1 Bentler, Peter M. 1 Boehmer, Ulrike 1 Bowen, Deborah J. 1 Castaño-Martínez, Antonia 1 Chaubey, Yogendra 1 Chen, Zhongxue 1 Chenoweth, Tim 1 Chun, So Yeon 1 Demetrescu, Matei 1 Ferrari, Silvia 1 Gupta, Arjun 1 Gupta, Arjun K. 1 Hillmann, Benjamin 1 Hsu, Y. L. 1 Hsu, Y.L. 1 Hubata, Robert 1 Jayakumar, G. S. David Sam 1 Joarder, Anwar 1 Koul, Hira 1 Krzensk, Udo 1 LI, WENTIAN 1 Lee, C.F. 1 Lee, Cheng F. 1 Lemonte, Artur 1 Li, Baokun 1 Lieberman, Offer 1 Lin, T. L. 1 Lin, T.I. 1 Louis, Robert D. St. 1 López-Blázquez, Fernando 1 Ma, Chunsheng 1 Mimoto, Nao 1 Munasinghe, Wijith Prasantha 1
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Institution
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Department of Economics and Business, Universitat Pompeu Fabra 2 University of Bonn, Germany 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Annals of the Institute of Statistical Mathematics 4 Journal of Multivariate Analysis 3 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 2 Psychometrika 2 Statistical Papers / Springer 2 Advances in Complex Systems (ACS) 1 Computational Statistics 1 Computational Statistics & Data Analysis 1 Discussion Paper Serie B 1 Econometric Reviews 1 Empirical Economics 1 Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4 1 International Journal of Financial Markets and Derivatives : IJFMD 1 International Journal of Forecasting 1 International journal of forecasting 1 International journal of quality & reliability management 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 MPRA Paper 1 Mathematics and Computers in Simulation (MATCOM) 1 Metrika 1 Statistics & Probability Letters 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
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Source
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RePEc 25 ECONIS (ZBW) 5 BASE 2
Showing 1 - 10 of 32
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Constant elasticity of variance option pricing model : integration and detailed derivation
Hsu, Y. L.; Lin, T. L.; Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015050148
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Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei; Hillmann, Benjamin - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
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Testing the equality of Nifty 50 stocks' volatility risk using correlated F-ratio
Jayakumar, G. S. David Sam; Samuel, W.; Sulthan, A. - In: International Journal of Financial Markets and … 8 (2022) 4, pp. 384-409
Persistent link: https://www.econbiz.de/10014311645
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Some new methods for comparing the capability of two processes using process capability index Cpm
Perakis, Michael - In: International journal of quality & reliability management 39 (2022) 5, pp. 1170-1189
Persistent link: https://www.econbiz.de/10013169570
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Cluster-based lack of fit tests for nonlinear regression models
Munasinghe, Wijith Prasantha - 2010
dissertation, leading to local asymptotic normality. Utilizing contiguity,the limit noncentral chi-square distribution under local …
Persistent link: https://www.econbiz.de/10009464093
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Normal versus Noncentral Chi-square Asymptotics of Misspecified Models
Chun, So Yeon; Alexander, Shapiro - Volkswirtschaftliche Fakultät, … - 2009
indicate that the noncentral chi-square distribution describes behavior of the LR test statistic well under small, moderate and …, neither the noncentral chi-square distribution nor the theoretical normal distributions give a reasonable approximation of the …
Persistent link: https://www.econbiz.de/10005015592
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Semiparametric empirical likelihood confidence intervals for AUC under a density ratio model
Wang, Suohong; Zhang, Biao - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 101-115
distribution of the semiparametric empirical log likelihood ratio statistic for AUC has a scaled chi-square distribution. The …
Persistent link: https://www.econbiz.de/10010871409
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A note on Cochran test for homogeneity in one-way ANOVA and meta-analysis
Chen, Zhongxue; Ng, Hon; Nadarajah, Saralees - In: Statistical Papers 55 (2014) 2, pp. 301-310
In this paper we provide a formal yet simple and straightforward proof of the asymptotic χ<Superscript>2</Superscript> distribution for Cochran test statistic. Then, we show that the general form of this type of test statistics is invariant for the choice of weights. This fact is important since in practice many such...</superscript>
Persistent link: https://www.econbiz.de/10010998551
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Overweight and Obesity in Sexual-Minority Women: Evidence From Population-Based Data
Boehmer, Ulrike; Bowen, Deborah J.; Bauer, Greta R. - 2007
OBJECTIVE: We sought to determine whether lesbians have higher rates of overweight and obesity than women of other sexual orientations.METHODS: We compared population estimates of overweight and obesity across sexual orientation groups, using data from the 2002 National Survey of Family...
Persistent link: https://www.econbiz.de/10009447243
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Asymptotic theory for a two-stage procedure in sequential interval estimation of a normal mean
Uno, Chikara - In: Statistics & Probability Letters 83 (2013) 5, pp. 1420-1423
We revisit the problem of sequential fixed-width interval estimation of the mean of a normal population. For a two-stage procedure, we derive an approximation to the coverage probability, when the variance has a known lower bound. Our approximation is more explicit than a recent result.
Persistent link: https://www.econbiz.de/10010662315
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