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F-test based on computer simulations and actual coverage.
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2020-01-05
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Exact Bahadur Slope for Combining Independent Tests In The Case of Conditional Laplace Distribution
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Statistical test results of IGD and p-values for WFG and UF problems.
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Empirical type I error rates at the significant level of 0.05 for LKM and PCA.
The type-I error rates significantly different from the nominal type-I error level are highlighted by using italics font.
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Response surface models for the Elliott, Rothenberg, and Stock unit-root test
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