Artikel
A k-sample homogeneity test: the Harmonic Weighted Mass index
We propose a quantification of the p-p plot that assigns equal weight to all distances between the respective distributions: the surface between the p-p plot and the diagonal. This surface is labeled the Harmonic Weighted Mass (HWM) index. We introduce the diagonal-deviation (d-d) plot that allows the index to be computed exactly under all circumstances. This two-dimensional d-d plot accommodates a straightforward extension to the k-sample HWM index, with k > 2. A Monte Carlo simulation based on an example involving long-term sovereign credit ratings illustrates the power of the HWM test.
- Sprache
-
Englisch
- Erschienen in
-
Journal: International Econometric Review (IER) ; ISSN: 1308-8815 ; Volume: 4 ; Year: 2012 ; Issue: 1 ; Pages: 17-39 ; Ankara: Econometric Research Association (ERA)
- Klassifikation
-
Wirtschaft
Hypothesis Testing: General
Semiparametric and Nonparametric Methods: General
- Thema
-
k-sample EDF test
p-p plot
d-d plot
Power
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Hinloopen, Jeroen
Wagenvoort, Rien J.L.M.
van Marrewijk, Charles
- Ereignis
-
Veröffentlichung
- (wer)
-
Econometric Research Association (ERA)
- (wo)
-
Ankara
- (wann)
-
2012
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Hinloopen, Jeroen
- Wagenvoort, Rien J.L.M.
- van Marrewijk, Charles
- Econometric Research Association (ERA)
Entstanden
- 2012
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