Scandinavian Journal of Statistics, Vol. 45, No. 2 (June 2018), pp. 217-254 (38 pages) Non-parametric generalized likelihood ratio test is a popular method of model checking for regressions. However, ...
The ANOVA analysis of variance test is a fantastic tool when your data follows the normal distribution. Should your data fall ...
We propose two nonparametric tests for the null of no event-induced shifts in the location parameter of the distribution of cross-sectionally dependent stock returns and develop their distributional ...
Having data is only half the battle. How do you know your data actually means something? With some simple Python code, you can quickly check if differences in data are actually significant. In ...