This work consists of an inferential procedure that allows for a solution to the problem of hypothesis testing, in which the objective is that of comparing the heterogeneity of two populations on the basis of sampling data, i.e. to test the hypothesis that the heterogeneity of one population is greater or not equal than that of another. The simulation study ighlights the good behaviour of the tests, i.e. the proposed tests are well approximated and powerful.
机构:
Baruch Coll, Zicklin Sch Business, Dept Econ & Finance, 1 Bernard Baruch Way, New York, NY 11215 USABaruch Coll, Zicklin Sch Business, Dept Econ & Finance, 1 Bernard Baruch Way, New York, NY 11215 USA
Haeringer, Guillaume
Iehle, Vincent
论文数: 0引用数: 0
h-index: 0
机构:
Normandie Univ, CREAM, UNIROUEN, 3 Ave Pasteur, F-76000 Rouen, FranceBaruch Coll, Zicklin Sch Business, Dept Econ & Finance, 1 Bernard Baruch Way, New York, NY 11215 USA