Nonparametric methods form an important core of statistical techniques and are typically used when data do not meet parametric assumptions. Understanding the foundation of these methods, as well as ...

This paper proposes a nonparametric test of Granger causality in quantile. Zheng (1998, Econometric Theory 14, 123–138) studied the idea to reduce the problem of testing a quantile restriction to a ...

Course TopicsThis 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 ...

Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 48, No. 4 (1999), pp. 507-516 (10 pages) We show how to use computer algebra for computing exact distributions of ...