Arbeitspapier
Comparing Distributions: The Harmonic Mass Index
The information contained in PP-plots is transformed into a single number. The resulting Harmonic Mass (HM) index is distribution free and its sample counterpart is shown to be consistent. For a wide class of CDFs the exact analytical expression of the distribution of the sample HM index is derived, assuming the two underlying samples to be drawn from the same distribution. The robustness of the concomitant test statistic is assessed, and four different methods are discussed for applying the HM test in case of asymmetric samples.
- Language
-
Englisch
- Bibliographic citation
-
Series: Tinbergen Institute Discussion Paper ; No. 05-122/1
- Classification
-
Wirtschaft
Hypothesis Testing: General
Semiparametric and Nonparametric Methods: General
- Subject
-
Distribution
PP-plot
test statistic
critical percentile values
robustness.
- Event
-
Geistige Schöpfung
- (who)
-
Hinloopen, Jeroen
van Marrewijk, Charles
- Event
-
Veröffentlichung
- (who)
-
Tinbergen Institute
- (where)
-
Amsterdam and Rotterdam
- (when)
-
2005
- Handle
- Last update
- 10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Hinloopen, Jeroen
- van Marrewijk, Charles
- Tinbergen Institute
Time of origin
- 2005
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