Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
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- DUFOUR, Jean-Marie & FARHAT, Abdeljelil, 2001. "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," Cahiers de recherche 2001-23, Universite de Montreal, Departement de sciences economiques.
- Dufour, J.M. & Farhat, A., 2001. "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," Cahiers de recherche 2001-23, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
References listed on IDEAS
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- Kidd, Willis V. & Brorsen, B. Wade, 2004. "Why have the returns to technical analysis decreased?," Journal of Economics and Business, Elsevier, vol. 56(3), pages 159-176.
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More about this item
Keywords
Nonparametric methods; two-sample problem; discrete distribution; discontinuous distribution; goodness-of-fit test; Kolmogorov-Smirnov test; Cramér-von Mises; kernel density estimator; exact test; permutation test; Monte Carlo test; bootstrap; combined test procedure; induced test; Méthodes non-paramétriques; problème des deux échantillons; distribution discrète; distribution discontinue; test d'ajustement; test de Kolmogorov-Smirnov; estimateur à noyau pour une densité; test exact; test de permutations; test de Monte Carlo; bootstrap; test combiné; test induit;All these keywords.
JEL classification:
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2001-11-21 (Econometrics)
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