Bootstrapping a distance test for stochastic dominance analysis
โ Scribed by Glen A. Larsen; Bruce G. Resnick
- Publisher
- Springer US
- Year
- 1993
- Tongue
- English
- Weight
- 474 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0924-865X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Detrended fluctuation analysis (DFA) is a scaling method that allows the detection of long memory in a time series. Until now no asymptotic distribution has been found for this statistic. The bootstrap technique allows the simulation of the probability distribution of any statistic. In this paper th
Increasingly, systems are being designed to account for impulsive behavior that may be present in signals, with one of the widely used statistical models used being the ฮฑ stable distribution. Two techniques are presented that test for the level of impulsive behavior: testing the parameter ฮฑ directly