✦ LIBER ✦

A data-driven test for dispersive ordering

✍ Scribed by Yanqin Fan

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 293 KB
Volume: 41
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00093-5

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✦ Synopsis

We propose a data-driven test for dispersive ordering and show that the asymptotic null distribution of the data-driven test is the standard normal. Our simulations confirm the efficacy of this test in moderately large samples. (~

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