GMM tests for the Katz family of distributions

DOI10.1016/S0378-3758(01)00284-1zbMath1030.62035MaRDI QIDQ1869069

Yue Fang

Publication date: 9 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulationKatz familyTablesCompound PoissonAsymptotic efficiencyGeneralized method of momentsSemi-parametric test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Related Items (3)

A survival model for lifetime with long-term survivors and unobserved heterogeneity ⋮ On the power of Portmanteau serial correlation tests ⋮ Semi-parametric specification tests for mixing distributions

Uses Software

• Mathematica

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Generalized method of moments specification testing
• A condition under which the Pitman and Bahadur approaches to efficiency coincide
• The power of the Poisson index of dispersion
• Some aspects of the kemp families of distributions
• Bahadur Efficiency and Small-Sample Efficiency
• A Comparison of n Estimators for the Binomial Distribution
• The Approximate Slopes of Econometric Tests
• When are Variance Ratio Tests for Serial Dependence Optimal?
• Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
• On the Probability of Large Deviations and Exact Slopes
• Rates of Convergence of Estimates and Test Statistics
• Stochastic Comparison of Tests
• Some Methods for Strengthening the Common χ 2 Tests
• Generalized Poisson Distribution
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