This 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 advantages ...

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 ...

We provide novel, high-order accurate methods for non-parametric inference on quantile differences between two populations in both unconditional and conditional settings. These quantile differences ...

We use influence functions as a basic tool to study unconditional nonparametric and parametric expected shortfall (ES) estimators with regard to returns data influence, standard errors and coherence.

Value-at-risk (VaR) is one of the most common risk measures used in finance. The correct estimation of VaR is essential for any financial institution, in order to arrive at the accurate capital ...

This is a preview. Log in through your library . Abstract In this paper Pitman's method of constructing and comparing tests based on statistics which are asymptotically normal under the null ...

Time series is data collected over time, and statistical learning is a field of statistics and machine learning that develops algorithms to model and interpret this data. Together, they use ...