Efficiency combined with simplicity: new testing procedures for generalized inverse Gaussian models

DOI10.1007/s11749-014-0378-2zbMath1312.62027arXiv1306.2776OpenAlexW2116135757MaRDI QIDQ2342866

Christophe Ley, Angelo Efoevi Koudou

Publication date: 29 April 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.2776

zbMATH Keywords

uniform local asymptotic normalityasymptotic linearitymaximin testsGIG distributionsIG distributions

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items

The new odd log-logistic generalized inverse Gaussian regression model, Characterizations of GIG laws: a survey

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