This is a preview. Log in through your library . Abstract Using a sample from an unknown bivariate distribution, we propose a test for the hypothesis that one marginal distribution is stochastically ...

Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 62, No. 5 (NOVEMBER 2013), pp. 723-740 (18 pages) We explore a particular fully parametric approach to quantile regression ...

We use influence functions as a basic tool to study unconditional nonparametric and parametric expected shortfall (ES) estimators with regard to returns data influence, standard errors and coherence.

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 ...

Goodness-of-fit testing is a cornerstone of statistical methodology, providing robust means to assess whether empirical data align with a hypothesised distribution. Such tests underpin diverse ...

We present an empirical analysis of changes in firm size distribution (FSD), using micro-data for Japanese firms. Two major viewpoints are adopted for the analysis. One is how FSD changes in response ...