A loss function approach to model specification testing and its relative efficiency (Q366964)

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A loss function approach to model specification testing and its relative efficiency
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    A loss function approach to model specification testing and its relative efficiency (English)
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    25 September 2013
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    efficiency
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    generalized likelihood ratio test
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    loss function
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    local alternative
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    kernel
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    Pitman efficiency
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    smoothing parameter
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