Displaying 2 results from an estimated 2 matches for "maasoumi".
2010 Feb 03
0
Package np update (0.30-6) adds nonparametric entropy test functionality...
...ametric entropy-based testing methods to the np package.
The new functions are:
- npdeneqtest
- npsymtest
- npdeptest
- npsdeptest
- b.star
A brief description of each:
npdeneqtest implements a consistent integrated squared difference test for equality of densities as described in Li, Q. and E. Maasoumi and J.S. Racine (2009), ?A Nonparametric Test for Equality of Distributions with Mixed Categorical and Continuous Data,? Journal of Econometrics, 148, pp 186-200.
npsymtest implements a consistent entropy-based test for asymmetry as described in Maasoumi, E. and J.S. Racine (2009), ?A robust entro...
2010 Feb 03
0
Package np update (0.30-6) adds nonparametric entropy test functionality...
...ametric entropy-based testing methods to the np package.
The new functions are:
- npdeneqtest
- npsymtest
- npdeptest
- npsdeptest
- b.star
A brief description of each:
npdeneqtest implements a consistent integrated squared difference test for equality of densities as described in Li, Q. and E. Maasoumi and J.S. Racine (2009), ?A Nonparametric Test for Equality of Distributions with Mixed Categorical and Continuous Data,? Journal of Econometrics, 148, pp 186-200.
npsymtest implements a consistent entropy-based test for asymmetry as described in Maasoumi, E. and J.S. Racine (2009), ?A robust entro...