Shrinkage of Variance for Minimum Distance Based Tests (Q5080513)

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scientific article; zbMATH DE number 7534709
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Shrinkage of Variance for Minimum Distance Based Tests
scientific article; zbMATH DE number 7534709

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    Shrinkage of Variance for Minimum Distance Based Tests (English)
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    31 May 2022
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    entropy
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    GMM
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    implied probabilities
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    score test
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    shrinkage
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