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https://scholarbank.nus.edu.sg/handle/10635/156373
| Title: | PERMUTATION TESTS ON RANK STATISTICS | Authors: | JAZMEN TAN YIH YING | Keywords: | Bootstrap copula permutation test Kendall's Tau Tail dependence |
Issue Date: | 8-Apr-2019 | Citation: | JAZMEN TAN YIH YING (2019-04-08). PERMUTATION TESTS ON RANK STATISTICS. ScholarBank@NUS Repository. | Abstract: | Permutation tests and the bootstrap methods are two popular methods of resampling. A Monte Carlo simulation study is performed to investigate the finite sample performance of the two tests. The null hypothesis considered is testing for the equality of some rank statistics. The results obtained indicates that the permutation test consistently performed better in terms of size and power in finite samples. | URI: | https://scholarbank.nus.edu.sg/handle/10635/156373 |
| Appears in Collections: | Bachelor's Theses |
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| Jazmen Tan Yih Ying AY1819 Sem 2.pdf | 255.62 kB | Adobe PDF | RESTRICTED | None | Log In |
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