Mitchell Grant is a self-taught investor with over 5 years of experience as a financial trader. He is a financial content strategist and creative content editor. Timothy Li is a consultant, accountant ...

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 ...

Let τ be a prior distribution over the parameter space Θ for a given parametric model P θ, θ ∈ Θ. For the sample space X (over which P θ 's are probability measures) belonging to a general class of ...

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 ...

Nonparametric estimation and U-statistics have emerged as vital tools in modern statistical analysis, offering robust alternatives to traditional parametric methods. Nonparametric techniques bypass ...

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.

The Mann-Whitney U Test, also known as the Wilcoxon Rank Sum Test, is a non-parametric statistical test used to compare two samples or groups. The Mann-Whitney U Test assesses whether two sampled ...