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R is the perfect language for creating a variety of chi-square tests, which are used to perform statistical analyses of counts of data. Here's how, with some sample code. A chi-square test (also ...

The Canadian Journal of Statistics / La Revue Canadienne de Statistique The likelihood-ratio test (LRT) is considered as a goodness-of-fit test for the null hypothesis that several distribution ...

Expectiles are a coherent and elicitable alternative to commonly used market risk measures, but practical backtesting tools have lagged behind. This study proposes new backtests that separate ...