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Confidence intervals on the AUC were calculated using nonparametric assumptions.
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Both of these steps can be done using nonparametric regressions, which make no assumptions about the distribution of factors or their functional relationship with the portfolio returns.
Data that did not meet parametric assumptions were analyzed using nonparametric tests.
Therefore, it is natural to make no parametric assumption on the underlying model for λ and to try to fulfill (5) by using nonparametric estimation.
Inference is performed using nonparametric belief propagation.
Data were analyzed using nonparametric tests.
All analyses were done using nonparametric test.
Statistical analysis was performed using nonparametric methods.
Normalized data were analyzed using nonparametric tests.
Main effects were verified using nonparametric tests.
We used nonparametric statistics because the assumption of homogeneity of variance was not met.
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