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Tests for a change in persistence against the null of difference-stationarity

✍ Scribed by Stephen Leybourne; Tae-Hwan Kim; Vanessa Smith; Paul Newbold


Book ID
108513093
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
125 KB
Volume
6
Category
Article
ISSN
1368-4221

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A new statistic A to test the hypothesis of a difference in the dispersion of two dependent samples of ordinal data quality is proposed. It draws on the idea of rank assignment originally forwarded by SIEGBL and TWEY (1960). No exact probability levels can be given for this statistic for the time be