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اختبار ديبولد-ماريانو لدقة التنبؤ المتساوية×اختبار الإشارة (Sign Test)×
المجالالاقتصاد القياسيالإحصاء
العائلةHypothesis testHypothesis test
سنة النشأة19951946
صاحب الطريقةFrancis Diebold & Roberto MarianoW. J. Dixon & A. M. Mood
النوعNon-parametric forecast comparison testNonparametric median test
المصدر التأسيسيDiebold, F. X., & Mariano, R. S. (1995). Comparing predictive accuracy. Journal of Business & Economic Statistics, 13(3), 253–263. DOI ↗Dixon, W. J. & Mood, A. M. (1946). The statistical sign test. Journal of the American Statistical Association, 41(236), 557–566. DOI ↗
الأسماء البديلةDM Test, Test of Equal Forecast Accuracy, Diebold-Mariano Forecast Comparison Test, Tahmin Doğruluğu Eşitliği Testiİşaret Testi (Sign Test), one-sample sign test, paired sign test
ذات صلة34
الملخصThe Diebold-Mariano (DM) test, introduced by Diebold and Mariano in 1995, is a widely used non-parametric procedure for formally comparing the predictive accuracy of two competing forecasting models. It evaluates whether the difference in forecast errors between two models is statistically significant, without requiring nested models or specific distributional assumptions about the forecasts, making it broadly applicable across economics, finance, and time-series analysis.The sign test is the simplest nonparametric hypothesis test for deciding whether the median of paired differences — or of a single sample — differs significantly from a hypothesised value. Formalised by W. J. Dixon and A. M. Mood in 1946, it imposes virtually no distributional assumptions and can be applied to any data where individual differences can be classified as positive or negative.
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