A loss function approach to model specification testing and its relative efficiency (Q366964)
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scientific article; zbMATH DE number 6211455
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| English | A loss function approach to model specification testing and its relative efficiency |
scientific article; zbMATH DE number 6211455 |
Statements
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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0.9112115
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0.9035493
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0.85352975
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0.8450029
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0.8449907
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0.84356856
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0.84121275
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0.8405714
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