Limited expected value comparison tests

Jacques Carriere

Statistics & Probability Letters, 1992, vol. 15, issue 4, 321-327

Abstract: Currently, no asymptotic distribution theory exists for test statistics based on the empirical limited expected value function. Using the theory of U-statistics we show that the asymptotic distribution of several test statistics can be characterized as a linear function of independent chi-squared random variables.

Keywords: Limited; expected; value; function; U-statistics; asymptotic; distribution. (search for similar items in EconPapers)
Date: 1992
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