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 ...

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 ...

Linear models, generalized linear models, and nonlinear models are examples of parametric regression models because we know the function that describes the relationship between the response and ...

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.

A parametric family of distributions is a collection of distributions with a known form that is indexed by a set of quantities called parameters. Methods based on parametric distributions of normal, ...