The distribution of the Theil \(U\)-statistic in bivariate normal populations

DOI10.1016/0165-1765(92)90048-4zbMath0800.62074OpenAlexW1990991017MaRDI QIDQ1206329

Bruce Mizrach

Publication date: 1 April 1993

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(92)90048-4

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Exact distribution theory in statistics (62E15)

Related Items (2)

Chaos measure dynamics in a multifactor model for financial market predictions ⋮ Asymptotics for out of sample tests of Granger causality

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