New variance ratio tests to identify random walk from the general mean reversion model.
Lam, Kin, Wong, May Chun Mei, Wong, Wing-Keung (2006)
Journal of Applied Mathematics and Decision Sciences
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Lam, Kin, Wong, May Chun Mei, Wong, Wing-Keung (2006)
Journal of Applied Mathematics and Decision Sciences
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Mohamed N. Goria, Dana Vorlíčková (1985)
Aplikace matematiky
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The equivalence of the symmetry of density of the distribution of observations and the oddness and evenness of the score-generating functions for the location and the scale problem, respectively, is established at first. Then, it is shown that the linear rank statistics with scores generated by these functions are asymptotically independent under the hypothesis of randomness as well as under contiguous alternatives in the last part of the paper. The linear and quadratic forms of these...
Sonia Inacio, Manuela M. Oliveira, João Tiago Mexia (2015)
Discussiones Mathematicae Probability and Statistics
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We use asymptotic linearity to derive confidence intervals for large non-centrality parameters. These results enable us to measure relevance of effects and interactions in multifactors models when we get highly statistically significant the values of F tests statistics. We show how to use our approach by considering two sets of data as application examples.
Matouš Maciak (2011)
Acta Universitatis Carolinae. Mathematica et Physica
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D. Szynal (1973)
Applicationes Mathematicae
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H. P. Jagani (1974)
Matematički Vesnik
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František Rublík (2016)
Kybernetika
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Consistent estimators of the asymptotic covariance matrix of vectors of -statistics are used in constructing asymptotic confidence regions for vectors of Kendall’s correlation coefficients corresponding to various pairs of components of a random vector. The regions are products of intervals computed by means of a critical value from multivariate normal distribution. The regularity of the asymptotic covariance matrix of the vector of Kendall’s sample coefficients is proved in the case...
Barbora Madurkayová (2011)
Acta Universitatis Carolinae. Mathematica et Physica
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V. Dupač, J. Hájek (1969)
Applicationes Mathematicae
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