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On the power of the KPSS test of stationarity against fractionally-integrated alternatives

โœ Scribed by Dongin Lee; Peter Schmidt

Book ID
107950065
Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
909 KB
Volume
73
Category
Article
ISSN
0304-4076

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Approximating the power of Wilcoxon's ra
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โœ James F. Troendle ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 151 KB

Three methods of approximating the power of Wilcoxon's rank-sum test against shift alternatives are studied. They are obtained by using a Gaussian assumption, Edgeworth expansion, or bootstrap. It is assumed that a historical data set is available to use in estimating the shape of the distribution.