A nonparametric test of the mixture-of-distributions model

DOI10.1088/1469-7688/3/3/304MaRDI QIDQ4647259zbMATH OpenOpenAlexFDO

Authors Wai Mun Fong, Wesley Fabrice Lab-Sane

Publication date 14 January 2019

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1469-7688/3/3/304

zbMATH Keywords

mixture-of-distributions modelnonparametric testprice volatility

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cited in

(14)

• Mixture of distribution hypothesis: analyzing daily liquidity frictions and information flows
• Testing for ordered means in a variation of the normal mixture model
• Higher order \(C(\alpha)\) tests with applications to mixture models
• Time reversibility tests of volume-volatility dynamics for stock returns
• A nonparametric test for equality of distributions with mixed categorical and continuous data
• scientific article; zbMATH DE number 6533686 (Why is no real title available?)
• scientific article; zbMATH DE number 4036935 (Why is no real title available?)
• SUPPLEMENTARY SCORE TEST IN MIXTURE MODEL
• A multiplicative model for volume and volatility
• Nonparametric mixture analysis of rock crab of the genusLeptograpsus
• Estimation of a Two-component Mixture Model with Applications to Multiple Testing
• Nonparametric Testing of Distribution Functions in Germ-grain Models
• A score test under a semiparametric finite mixture model
• Estimation and tests in finite mixture models of nonparametric densities

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