A KOLMOGOROV-SMIRNOV TEST PROCEDURE INVOLVING A POSSIBLY CENSORED OR TRUNCATED SAMPLE
被引:3
|
作者:
GASTALDI, T
论文数: 0引用数: 0
h-index: 0
机构:
UNIV ROME LA SAPIENZA,DIPARTIMENTO STAT PROBABIL & STAT APPL,I-00185 ROME,ITALYUNIV ROME LA SAPIENZA,DIPARTIMENTO STAT PROBABIL & STAT APPL,I-00185 ROME,ITALY
GASTALDI, T
[1
]
机构:
[1] UNIV ROME LA SAPIENZA,DIPARTIMENTO STAT PROBABIL & STAT APPL,I-00185 ROME,ITALY
TEST OF IDENTITY;
CENSORING;
ORDER STATISTICS;
TRUNCATION;
ONE-SAMPLE AND 2-SAMPLE KOLMOGOROV-SMIRNOV TEST;
LIFE-TEST;
D O I:
10.1080/03610929308831004
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
We present a procedure to carry out the Kolmogorov-Smirnov (K-S) tests of identity in the case when one possibly censored or truncated sample is involved. The form of censoring we allow is the most general one. Some applications are given.
机构:
Calif State Univ Fullerton, Steven G Mihaylo Coll Business & Econ, Fullerton, CA 92834 USACalif State Univ Fullerton, Steven G Mihaylo Coll Business & Econ, Fullerton, CA 92834 USA
Drezner, Zvi
Turel, Ofir
论文数: 0引用数: 0
h-index: 0
机构:
Calif State Univ Fullerton, Steven G Mihaylo Coll Business & Econ, Fullerton, CA 92834 USACalif State Univ Fullerton, Steven G Mihaylo Coll Business & Econ, Fullerton, CA 92834 USA
Turel, Ofir
Zerom, Dawit
论文数: 0引用数: 0
h-index: 0
机构:
Calif State Univ Fullerton, Steven G Mihaylo Coll Business & Econ, Fullerton, CA 92834 USACalif State Univ Fullerton, Steven G Mihaylo Coll Business & Econ, Fullerton, CA 92834 USA
机构:
Xian Jiaotong Liverpool Univ, Dept Math Sci, Suzhou, Peoples R China
Univ Lausanne, Dept Actuarial Sci, Lausanne, SwitzerlandXian Jiaotong Liverpool Univ, Dept Math Sci, Suzhou, Peoples R China
Bai, Long
Kalaj, David
论文数: 0引用数: 0
h-index: 0
机构:
Univ Montenegro, Fac Nat Sci & Math, Podgorica, MontenegroXian Jiaotong Liverpool Univ, Dept Math Sci, Suzhou, Peoples R China
机构:
Charles Univ Prague, Fac Math & Phys, Dept Probabil & Math Stat, Sokolovsk 83, CR-18675 Prague, Czech RepublicCharles Univ Prague, Fac Math & Phys, Dept Probabil & Math Stat, Sokolovsk 83, CR-18675 Prague, Czech Republic
机构:
Capital Fund Management, F-75007 Paris, France
Ecole Cent Paris, Chaire Finance Quantitat, F-92295 Chatenay Malabry, FranceCapital Fund Management, F-75007 Paris, France
Chicheportiche, Remy
Bouchaud, Jean-Philippe
论文数: 0引用数: 0
h-index: 0
机构:
Capital Fund Management, F-75007 Paris, FranceCapital Fund Management, F-75007 Paris, France
机构:
London Sch Econ, Dept Econ, Houghton St, London WC2A 2AE, England
Keio Econ Observ, Minato Ku, 2-15-45 Mita, Tokyo 1088345, JapanLondon Sch Econ, Dept Econ, Houghton St, London WC2A 2AE, England
Otsu, Taisuke
Taniguchi, Go
论文数: 0引用数: 0
h-index: 0
机构:
London Sch Econ, Dept Econ, Houghton St, London WC2A 2AE, EnglandLondon Sch Econ, Dept Econ, Houghton St, London WC2A 2AE, England