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Testi Diebold-Mariano i Saktësisë Parashikuese të Barabartë×Testi i shenjave×
FushaEkonometriStatistikë
FamiljaHypothesis testHypothesis test
Viti i origjinës19951946
KrijuesiFrancis Diebold & Roberto MarianoW. J. Dixon & A. M. Mood
LlojiNon-parametric forecast comparison testNonparametric median test
Burimi themeluesDiebold, 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 ↗
Emërtime të tjeraDM 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
Të lidhura34
PërmbledhjaThe 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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ScholarGateKrahasoni metodat: Diebold-Mariano Test · Sign Test. Marrë më 2026-06-20 nga https://scholargate.app/sq/compare