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A K-sample homogeneity test based on the quantification of the p-p plot
Hinloopen, Jeroen; Wagenvoort, Rien; Marrewijk, Charles van - 2008
can have better power than alternative Empirical Distribution Function tests. …
Persistent link: https://www.econbiz.de/10011377121
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A K-sample Homogeneity Test based on the Quantification of the p-p Plot
Hinloopen, Jeroen; Wagenvoort, Rien; Marrewijk, Charles van - Tinbergen Institute - 2008
can have better power than alternative Empirical Distribution Function tests. …
Persistent link: https://www.econbiz.de/10005136931
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A K-sample Homogeneity Test based on the Quantification of the p-p Plot
Hinloopen, Jeroen; Wagenvoort, Rien; Marrewijk, Charles van - Tinbergen Instituut - 2008
can have better power than alternative Empirical Distribution Function tests. …
Persistent link: https://www.econbiz.de/10011255562
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Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test Statistic
Hinloopen, Jeroen; Wagenvoort, Rien - 2010
P-p plots contain all the information that is needed for scale-invariant comparisons. Indeed, Empirical Distribution Function (EDF) tests translate sample p-p plots into a single number. In this paper we characterize the set of all distinct p-p plots for two balanced sample of size n absent...
Persistent link: https://www.econbiz.de/10010325915
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A k-sample homogeneity test: the Harmonic Weighted Mass index
Hinloopen, Jeroen; Wagenvoort, Rien J.L.M.; van … - In: International Econometric Review (IER) 4 (2012) 1, pp. 17-39
on an example involving long-term sovereign credit ratings illustrates the power of the HWM test. …
Persistent link: https://www.econbiz.de/10012610940
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A k-sample homogeneity test: the Harmonic Weighted Mass index
Hinloopen, Jeroen; Wagenvoort, Rien J.L.M.; Marrewijk, … - In: International Econometric Review (IER) 4 (2012) 1, pp. 17-39
on an example involving long-term sovereign credit ratings illustrates the power of the HWM test. …
Persistent link: https://www.econbiz.de/10010684136
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On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic
Hinloopen, Jeroen - 2011
We derive the exact finite sample distribution of the L1-version ofthe Fisz-Cramér-von Mises test statistic (L1-FCvM). We first characterizethe set of all distinct sample p-p plots for two balanced sampleof size n absent ties. Next, we order this set according to the correspondingvalue of...
Persistent link: https://www.econbiz.de/10010325887
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On the exact finite sample distribution of the L1 -FCvM test statistic
Hinloopen, Jeroen - 2011
We derive the exact finite sample distribution of the L1-version ofthe Fisz-Cramér-von Mises test statistic (L1-FCvM). We first characterizethe set of all distinct sample p-p plots for two balanced sampleof size n absent ties. Next, we order this set according to the correspondingvalue of...
Persistent link: https://www.econbiz.de/10011386478
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Identifying all distinct sample p-p plots, with an application to the exact finite sample distribution of the L1-FCvM test statistic
Hinloopen, Jeroen; Wagenvoort, Rien - 2010
P-p plots contain all the information that is needed for scale-invariant comparisons. Indeed, Empirical Distribution Function (EDF) tests translate sample p-p plots into a single number. In this paper we characterize the set of all distinct p-p plots for two balanced sample of size n absent...
Persistent link: https://www.econbiz.de/10011381382
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Nonparametric tests of conditional treatment effects
Lee, Sokbae; Whang, Yoon-Jae - 2009
We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider a wide spectrum of null and alternative hypotheses regarding conditional treatment effects, including (i) the null hypothesis of the conditional stochastic dominance between treatment...
Persistent link: https://www.econbiz.de/10010288423