Add to ORKGThis paper proposes a simple, fast and direct nonparametric test to verify if a sample is drawn from a distribution with a finite first moment. The method can also be applied to test for the existence of finite moments of another order by taking the sample to the corresponding power. The test is based on the difference in the asymptotic behaviour of the arithmetic mean between cases when the underlying probability function either has or does not have a finite first moment. Test consistency is proved; then, test performance is illustrated with Monte-Carlo simulations and a practical application for the S&P500 index
This article proposes testing the hypothesis of a uniformly non-positive nonparametric regression fu...
This is the publisher's version, also available electronically from http://journals.cambridge.org/ac...
summary:The empirical moment process is utilized to construct a family of tests for the null hypothe...
This paper discusses a bootstrap-based test, which checks if finite moments exist, and indicates cas...
This paper proposes a test to verify whether the k-th moment of a random variable is Önite. We use t...
Assumptions that a finite moment of the first, second, fourth or another or-der exists appear in man...
A goodness-of-fit test for one-parameter count distributions with finite second moment is proposed. ...
Stock returns are often modeled as having infinite second or fourth moments, with consequences for t...
Stock returns are often modeled as having infinite second or fourth moments, with consequences for t...
This paper considers the problem of testing a finite number of moment inequalities. We propose a two...
Abstract This paper considers the problem of testing a finite number of moment inequalities. We prop...
We propose a simple statistical test for determining whether a sample of extreme values has been dra...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
In this paper, we develop moment-based tests for parametric discrete distributions. Momentbased test...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
This article proposes testing the hypothesis of a uniformly non-positive nonparametric regression fu...
This is the publisher's version, also available electronically from http://journals.cambridge.org/ac...
summary:The empirical moment process is utilized to construct a family of tests for the null hypothe...
This paper discusses a bootstrap-based test, which checks if finite moments exist, and indicates cas...
This paper proposes a test to verify whether the k-th moment of a random variable is Önite. We use t...
Assumptions that a finite moment of the first, second, fourth or another or-der exists appear in man...
A goodness-of-fit test for one-parameter count distributions with finite second moment is proposed. ...
Stock returns are often modeled as having infinite second or fourth moments, with consequences for t...
Stock returns are often modeled as having infinite second or fourth moments, with consequences for t...
This paper considers the problem of testing a finite number of moment inequalities. We propose a two...
Abstract This paper considers the problem of testing a finite number of moment inequalities. We prop...
We propose a simple statistical test for determining whether a sample of extreme values has been dra...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
In this paper, we develop moment-based tests for parametric discrete distributions. Momentbased test...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
This article proposes testing the hypothesis of a uniformly non-positive nonparametric regression fu...
This is the publisher's version, also available electronically from http://journals.cambridge.org/ac...
summary:The empirical moment process is utilized to construct a family of tests for the null hypothe...