Testing quantile-preserving spreads

DOI10.1002/ASM.3150040206MaRDI QIDQ3790472zbMATH OpenOpenAlexFDO

Authors Haim Mendelson

Publication date 1988

Published in Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asm.3150040206

zbMATH Keywords

distribution of stock returnsLorenz curvetesting quantile-preserving spreadstwo-sample non-parametric procedure

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20)

Recommendations

• Tests for dispersive comparison of two distributions
• A Class of Tests for the Dispersive-Equivalence of two Probability Distributions
• Two-sample quantile tests under general conditions
• Nonparametric tests for ordered quantiles
• Comparing conditional quantile curves

Cites work

• On the Asymptotic Efficiency of Certain Nonparametric Two-Sample Tests

Cited in

(1)

• A simple nonparametric test for right spread order

This page was built for publication: Testing quantile-preserving spreads

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3790472)