Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
This paper concerns the development of Stein's method for chi-square approximation and its application to problems in statistics. New bounds for the derivatives of the solution of the gamma Stein ...
This paper extends the Pearson chi-square testing method to nondynamic parametric econometric models, in particular, to models with covariates. The paper establishes the asymptotic distribution of the ...