Finite-Sample Sign-Based Inference in Linear and Nonlinear Regression Models with Applications in Finance
(2015)
Journal Article
Taamouti, A. (2015). Finite-Sample Sign-Based Inference in Linear and Nonlinear Regression Models with Applications in Finance. L'actualité économique (En ligne), 91(1-2), 89-113
We review several exact sign-based tests that have been recently proposed for testing orthogonality between random variables in the context of linear and nonlinear regression models. The sign tests are very useful when the data at the hands contain f... Read More about Finite-Sample Sign-Based Inference in Linear and Nonlinear Regression Models with Applications in Finance.