Analyzing cohort studies with interval‐censored data: A new model‐based linear rank‐type test
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DOI: 10.1002/sim.9429
Abstract: To compare two or more survival distributions with interval‐censored data, various nonparametric tests have been proposed. Some are based on the Gρ$$ {G}^{\rho } $$ ‐family introduced by Harrington and Fleming (1991) that allows flexibility… read more here.
Keywords: censored data; interval censored; type test; test ... See more keywords
A Robust Wald-Type Test for Testing the Equality of Two Means from Log-Normal Samples
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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
Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests
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DOI: 10.1016/j.jeconom.2019.10.003
Abstract: Abstract This paper studies the estimation and inference problems of time-invariant restrictions on certain known functions of the stochastic volatility process. We first develop a more efficient GMM estimator and derive the efficiency bound under… read more here.
Keywords: time; type test; estimator; time invariant ... See more keywords