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 ...
Nonparametric estimation and U-statistics have emerged as vital tools in modern statistical analysis, offering robust alternatives to traditional parametric methods. Nonparametric techniques bypass ...
Previous work on non-parametric estimation has concerned three problems: (i) confidence intervals for an unknown quantile, (ii) population tolerance limits, (iii) confidence bands of an unknown ...
In this paper, we offer a non-parametric method of decomposing the Fisher Ideal index of productivity into individual factors measuring: (i) technical efficiency change, (ii) allocative efficiency ...
The purpose of this paper is to compare in-sample and out-of-sample performances of three parametric and non-parametric early warning systems (EWS) for currency crises in emerging market economies ...