A Robust Wald-Type Test for Testing the Equality of Two Means from Log-Normal Samples
Sign Up to like & getrecommendations! Published in 2018 at "Methodology and Computing in Applied Probability"
DOI: 10.1007/s11009-018-9639-y
Abstract: The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis… read more here.
Keywords: test testing; log normal; type test; robust wald ... See more keywords
A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test
Sign Up to like & getrecommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2017.1300277
Abstract: ABSTRACT We are occupied with an example concerning the limit theory of the ordinary least squares estimator (OLSE) when the innovation process of the regression has the form of a martingale transform the iid part… read more here.
Keywords: wald test; robust wald; heteroskedasticity robust; limit theory ... See more keywords