Consistent Nonparametric Entropy-Based Testing (Q5751771)
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scientific article; zbMATH DE number 4186893
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| default for all languages | No label defined |
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| English | Consistent Nonparametric Entropy-Based Testing |
scientific article; zbMATH DE number 4186893 |
Statements
Consistent Nonparametric Entropy-Based Testing (English)
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1991
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Kullback-Leibler information criterion
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one-sided testing of nested hypotheses
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density estimation
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normal null limiting distribution
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weighting
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testing for serial independence
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time series
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random walk hypothesis
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exchange rate series
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0.8123065829277039
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0.8005974888801575
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0.7982405424118042
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0.7917119264602661
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0.7879061698913574
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