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The Finite-Sample Size of the BDS Test for GARCH Standardized ResidualsThe Finite-Sample Size of the BDS Test for GARCH Standardized Residuals
(Sociedade Brasileira de Econometria, 2012)
Estimating Sample Size for Usability Testing
(Universidad UTE, 2017)
The finite-sample size of the BDS test for GARCH standardized residuals
(2014-05-05)
This paper uses a multivariate response surface methodology to analyze the size distortion of the BDS test when applied to standardized residuals of rst-order GARCH processes. The results show that the asymptotic standard ...
The finite-sample size of the BDS test for GARCH standardized residuals
(Sociedade Brasileira de Econometria, 2012-04-25)
This paper uses a multivariate response surface methodology to analyze the size distortion of the BDS test when applied to standardized residuals of rst-order GARCH processes. The results show that the asymptotic standard ...
Size-assortative mating in simultaneous hermaphrodites: an experimental test and a meta-analysis
(Springer, 2015-11-05)
Assortative mating by size has been argued to be widespread in the animal kingdom. However, the strength of size-assortative mating is known to vary considerably between species and the underlying mechanisms promoting this ...
Local power and size properties of the LR, Wald, score and gradient tests in dispersion models
(ELSEVIER SCIENCE BVAMSTERDAM, 2012)
We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The ...
Female body size, fecundity parameters and foundation of new colonies in Anelosimus jabaquara (Araneae, Theridiidae)
(Birkhauser Verlag AgBaselSuíça, 2001)
Size and power properties of some tests in the Birnbaum-Saunders regression model
(ELSEVIER SCIENCE BV, 2011)
The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n(-1/2) ...