The properties of David–Hellwig test Cover Image

Własności testu Davida–Hellwiga
The properties of David–Hellwig test

Author(s): Czesław Domański
Subject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: CREDIT RISK; DEPENDENCE; COPULAS; HIDDEN FEATURE

Summary/Abstract: The continuous growth of interest in non-parametric methods can be observed in the statistical literature. Generally, these methods are based on counting, rank and position statistics, as well as on a number and length of series. In this paper, also well-known test, based on a number of empty cells, is to be presented. The David–Hellwig consistency test will be discussed. Its empirical power will be shown, comparing to two classical tests: Kol¬mogorov–Lilliefors and Shapiro–Wilk’s for the hypothesis of the normality of a distribution.

  • Issue Year: 2011
  • Issue No: 165
  • Page Range: 40-49
  • Page Count: 10
  • Language: Polish
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