GMM tests for the Katz family of distributions (Q1869069)

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GMM tests for the Katz family of distributions
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    GMM tests for the Katz family of distributions (English)
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    9 April 2003
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    Asymptotic efficiency
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    Compound Poisson
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    Generalized method of moments
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    Katz family
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    Monte Carlo simulation
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    Semi-parametric test
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    Tables
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