Semi-parametric specification tests for mixing distributions
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Publication:1023613
DOI10.1016/j.csda.2007.10.015zbMath1452.62056MaRDI QIDQ1023613
Publication date: 12 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2007.10.015
62-08: Computational methods for problems pertaining to statistics
62P05: Applications of statistics to actuarial sciences and financial mathematics
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- GMM tests for the Katz family of distributions
- The Approximate Slopes of Econometric Tests
- Rates of Convergence of Estimates and Test Statistics
- Stochastic Comparison of Tests
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