Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 100 for “"Test statistics"”.
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Calculating chi-squared test statistics for weighted histograms
A goodness of fit test statistic, in particular the chi-squared test, is commonly used to confirm whether histograms differ from a theoretical distribution. The chi-squared test is also often used to compare two histograms, such as histograms produced by experiments and simulations. This report …
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Distributions of certain test statistics in multivariate regression
This thesis is principally concerned with test criteria for testing different hypotheses for the multivariate regression. In this preface a brief summary of each of the succeeding chapters is given. In Chapter 1 the problem of testing the equality of two population multiple correlation coefficients …
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Approximation of Quantiles of Rank Test Statistics Using Almost Sure Limit Theorems
<p>There are many problems in statistics where the analysis is based on asymptotic distributions. In some cases, the asymptotic distribution is in an open form or is intractable. One possible solution is the logarithmic quantile estimation (LQE) method introduced by Thangavelu (2005) for rank tests …
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Detecting long-run abnormal stock returns : the empirical power and specification of test statistics : the Canadian evidence
… the empirical power and specification of test statistics through event studies designed to detect long-run abnormal stock returns. I evaluate the performance of different approaches for developing a benchmark portfolio to calculate abnormal returns. I consider the use of five portfolio …
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Comparing Dependent Correlations for Ordinal Data
… ratios, inferential methods by using chi-squared tests of independence and conditional independence. On the basis, this thesis presents an analysis of equality of dependent correlations with the longitudinal ordinal vari- able. Eight test statistics, Dunn and Clark's Z, Steriger's Z, Meng's Z, …
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Inference for Parametric Empirical Processes
… methods for inference that rely on supremum-norm test statistics. Chapter 1 illustrates the use of supremum-norm statistics for inference in simple parametric modeling situations. The estimation of parameters alters the distribution of commonly-used test statistics, but methods are explored that …
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Testing for jumps and cojumps in financial markets
In this thesis, we introduce a new testing methodology to detect cojumps in multi-asset returns. We define a cojump as a jump in at least one dimension of the return processes. For a multivariate process that follows a semimartingale, and with no other specific assumptions on the process, we form a …
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A variance shift model for outlier detection and estimation in linear and linear mixed models
… software packages. Likelihood ratio and score test statistics are developed as objective measures for the variance shift estimates. The proposed test statistics initially assume balanced longitudinal data with a Gaussian distributed response variable. The dependence of the proposed test …
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The goodness-of-fit tests for geometric models
We propose two types of goodness-of-fit tests for geometric distribution and for a bivariate geometric distribution called BGD(B&D), based on their probability generating function (PGF). The first type is a special-case application of the general testing procedure for discrete distributions …
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Robust Testing for Unit Roots Based on Regression Rank Scores
… is to provide a robust statistical procedure for testing unit root models, based on regression-rank scores (RRS) introduced by Gutenbrunner and Jureckova (1990). These RRS arise as a vector of solutions of the dual form of the linear program required to compute the regression quantile statistics …
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Inferential Methods to Find Differences in Population of Graphical Models with Applications to Functional Connectomics
… for functional connectivity. Whereas standard test statistics do not adequately control type I and type II errors for such models, R^3, our novel methodological approach, based on resampling, random penalization with random effects test statistics addresses the deficiencies of current test …
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Rank-Based Procedures for Some Multivariate Problems
… well-studied parametric and nonparametric tests for univariate symmetry are extended to multivariate settings. We study the asymptotic distributions of these multivariate tests, and we propose a new criterion to compare their asymptotic relative efficiency. Monte Carlo simulation studies …
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Essays on testing spatial models
"This thesis mainly develops robust Rao’s score tests (Lagrange multiplier (LM) tests) for different types of spatial models. The models studied in this thesis include a spatial dynamic panel data (SDPD) model and a nonlinear SAR (NSAR) model. The proposed test is aiming to solve model selection …
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Essays on misspecified models
… from economic theory and some of them are not testable. Hence, it is needed to understand the property of the estimators and test statistics when moments are misspecified and provide robust estimators and test statistics when moment conditions are misspecified. Chapter 1, ”Robust Inference for …
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On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method
<p>Test procedures for serial correlation of unknown form with wavelet methods are investigated in this dissertation. The new wavelet-based consistent test is motivated using Fan's (1996) canonical multivariate normal hypothesis testing model. In our framework, the test statistic relies on …
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Cox-type model validation with recurrent event data
… using martingales residuals, we proposed test statistics for checking the link function and the covariates functional form. Asymptotic properties of test statistics and simulation studies are presented as well"--Abstract, page iii.</p>
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Fiscal Competition Among Jurisdictions: Evidence and Methodology
… the Likelihood ratio and the Lagrange multiplier test statistics for spatial lag dependence are based on the GMM estimator suggested by Kelejian and Robinson (1993), and on the work of Newey and West (1987). The tests are asymptotically distributed as chi-squared random variables. Monte Carlo …
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Invariance Properties of Statistical Tests for Dependent Observations
… such that the distributions of the popular test statistics remain invariant, that is, they remain the same except for a constant factor. We first obtain some simple extensions and variations of the well known Cauchy-Schwarz inequality. Incidentally, several inequalities that are useful in …
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Sieve bootstrap based prediction intervals and unit root tests for time series
… seasonal time series as well as constructing a test for seasonal unit roots, is considered. The advantage of this resampling method is that it does not require knowledge about the underlying process generating a given time series and has been shown to work well for ARMA processes. We extend the …
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Open Economics: Inflation, Exchange Rate Contagion and Economic *Growth
… Monte Carlo experiments are conducted on test statistics and estimation procedures specific to spatial probit models. Since these have only recently been purposed, small sample properties were not yet well studied and understood.
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