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 ...

We provide novel, high-order accurate methods for non-parametric inference on quantile differences between two populations in both unconditional and conditional settings. These quantile differences ...

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 ...

We use influence functions as a basic tool to study unconditional nonparametric and parametric expected shortfall (ES) estimators with regard to returns data influence, standard errors and coherence.

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, ...

The frequency of left-handedness in the general population is around 11%. Both environmental and genetic models have been proposed to explain the aetiology of human handedness. The majority of genetic ...

Parametric tests make assumptions that aspects of the data follow some sort of theoretical probability distribution. Non-parametric tests or distribution free methods do not, and are used when the ...

A large sample non-parametric method for constructing confidence intervals for the renewal function and the point availability is investigated. The method is based on a linearization and on the fact ...