A non-parametric test for the bivariate c-sample problem is proposed. The test is an extension of a bivariate two-sample test given by Mardia (1967) and possesses various desirable properties. We ...
This article extends recent results [Scand. J. Statist. 28 (2001) 699] about exact non-parametric inferences based on order statistics with progressive type-II censoring. The extension lies in that ...
Value-at-risk (VaR) is one of the most common risk measures used in finance. The correct estimation of VaR is essential for any financial institution, in order to arrive at the accurate capital ...
Parametric tests make assumptions that aspects of the data follow some sort of theoretical probability distribution. Non-parametric tests or distribution free methods do not, and are used when the ...
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