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A Simple Nonparametric Test of Predictive Performance

✍ Scribed by Pesaran, M. Hashem; Timmermann, Allan

Book ID
121259017
Publisher
American Statistical Association
Year
1992
Tongue
English
Weight
291 KB
Volume
10
Category
Article
ISSN
0735-0015

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πŸ“œ SIMILAR VOLUMES

A Note Concerning β€œSome Nonparametric Te
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✍ Dr. L. M. Hsu πŸ“‚ Article πŸ“… 1979 πŸ› John Wiley and Sons 🌐 English βš– 232 KB

## SARRIS and WILKYNINQ (1977) have recently proposed some non-parametric trend tests, which they view as extensions of MOSTELLER'B test of predicted order. The present paper notes some errors in SARRIS and WILKENINQ'B determination of significance levels for them tests, and describes how these e