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Comparing several population means: a parametric bootstrap method, and its comparison with usual ANOVA F test as well as ANOM

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  • Ching-Hui Chang

    ()

  • Nabendu Pal
  • Wooi Lim
  • Jyh-Jiuan Lin

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Suggested Citation

  • Ching-Hui Chang & Nabendu Pal & Wooi Lim & Jyh-Jiuan Lin, 2010. "Comparing several population means: a parametric bootstrap method, and its comparison with usual ANOVA F test as well as ANOM," Computational Statistics, Springer, vol. 25(1), pages 71-95, March.
  • Handle: RePEc:spr:compst:v:25:y:2010:i:1:p:71-95 DOI: 10.1007/s00180-009-0162-z
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    References listed on IDEAS

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    1. Michel Beine & Sebastien Laurent & Christelle Lecourt, 2002. "Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates," Applied Financial Economics, Taylor & Francis Journals, pages 589-600.
    2. Liudas Giraitis, 2004. "LARCH, Leverage, and Long Memory," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 2(2), pages 177-210.
    3. Baillie, Richard T. & Bollerslev, Tim & Mikkelsen, Hans Ole, 1996. "Fractionally integrated generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 74(1), pages 3-30, September.
    4. Basrak, Bojan & Davis, Richard A. & Mikosch, Thomas, 2002. "Regular variation of GARCH processes," Stochastic Processes and their Applications, Elsevier, vol. 99(1), pages 95-115, May.
    5. Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssiere, Gilles, 2003. "Rescaled variance and related tests for long memory in volatility and levels," Journal of Econometrics, Elsevier, vol. 112(2), pages 265-294, February.
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