Hinloopen, Jeroen; Wagenvoort, Rien J.L.M.; van … - In: International Econometric Review (IER) 4 (2012) 1, pp. 17-39
We propose a quantification of the p-p plot that assigns equal weight to all distances between the respective distributions: the surface between the p-p plot and the diagonal. This surface is labeled the Harmonic Weighted Mass (HWM) index. We introduce the diagonal-deviation (d-d) plot that...
