Consistent Nonparametric Entropy-Based Testing (Q5751771)
From MaRDI portal
scientific article; zbMATH DE number 4186893
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent Nonparametric Entropy-Based Testing |
scientific article; zbMATH DE number 4186893 |
Statements
Consistent Nonparametric Entropy-Based Testing (English)
0 references
1991
0 references
Kullback-Leibler information criterion
0 references
one-sided testing of nested hypotheses
0 references
density estimation
0 references
normal null limiting distribution
0 references
weighting
0 references
testing for serial independence
0 references
time series
0 references
random walk hypothesis
0 references
exchange rate series
0 references
