Własności testu Davida–Hellwiga
The properties of David–Hellwig test
Author(s): Czesław DomańskiSubject(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.
Journal: Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
- Issue Year: 2011
- Issue No: 165
- Page Range: 40-49
- Page Count: 10
- Language: Polish