| Texto completo | |
| Autor(es): |
Galea, Manuel
;
Vilca, Filidor
Número total de Autores: 2
|
| Tipo de documento: | Artigo Científico |
| Fonte: | CHILEAN JOURNAL OF STATISTICS; v. 1, n. 2, p. 11-pg., 2010-09-01. |
| Resumo | |
In this paper, we consider hypothesis testing for the equality of means and variances of correlated responses with non-normal distributions. Specifically, we assume that the responses follow a symmetric multivariate distribution. Wald type statistics are considered which are asymptotically distributed according to a chi-square distribution. Statistics are based on the sample mean and the sample covariance matrix. Applications are made for comparing measurement methods and the performance of investment portfolios. (AU) | |
| Processo FAPESP: | 03/02747-4 - Inferencia e diagnostico nos modelos de calibracao comparativa. |
| Beneficiário: | Filidor Edilfonso Vilca Labra |
| Modalidade de apoio: | Auxílio à Pesquisa - Regular |