Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation The purpose of this paper is to compare in-sample and out-of-sample performances of three parametric and non-parametric ...

This short course will provide an overview of non-parametric statistical techniques. The course will first describe what non-parametric statistics are, when they should be used, and their advantages ...

Recent work by Wang and Phillips (2009b, 2011) has shown that ill-posed inverse problems do not arise in non-stationary non-parametric regression and there is no need for non-parametric instrumental ...

In this article, we revisit some problems in non-parametric hypothesis testing. First, we extend the classical result of Bahadur & Savage [Ann. Math. Statist. 25 (1956) 1115] to other testing problems ...

The Wilcoxon signed rank test, which is also known as the Wilcoxon signed rank sum test and the Wilcoxon matched pairs test, is a non-parametric statistical test used to compare two dependent samples ...

Abstract: Streamflow disaggregation techniques are used to distribute a single aggregate flow value to multiple sites in both space and time while preserving distributional statistics (i.e., mean, ...

What is the Kruskal–Wallis test? The Kruskal–Wallis test is a statistical test used to compare two or more groups for a continuous or discrete variable. It is a non-parametric test, meaning that it ...