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 ...

We will list assumptions that are required for parametric tests, and then discuss specific nonparametric tests, such as the rank-sum and signed-rank test (alternatives to the t-test*), the ...

Using a sample from an unknown bivariate distribution, we propose a test for the hypothesis that one marginal distribution is stochastically larger than the other. We show that the test statistic has ...

Course TopicsThis short course will provide an overview of non-parametric statistical techniques. The course will first describe what non-parametric statistics are, when they should be used, and their ...

Parametric vs. Nonparametric VaR The nonparametric method does not require that the population being analyzed meet certain assumptions, or parameters.

Summary The purpose of this paper is to compare in-sample and out-of-sample performances of three parametric and non-parametric early warning systems (EWS) for currency crises in emerging market ...