Hinloopen, Jeroen; Wagenvoort, Rien J.L.M.; Marrewijk, … - In: International Econometric Review (IER) 4 (2012) 1, pp. 17-39
introduce the diagonal-deviation (d-d) plot that allows the index to be computed exactly under all circumstances. This two …-dimensional d-d plot accommodates a straightforward extension to the k-sample HWM index, with k > 2. A Monte Carlo simulation based …