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Empirical phi-divergence test statistics for...
Journal article

Empirical phi-divergence test statistics for testing simple null hypotheses based on exponentially tilted empirical likelihood estimators

Abstract

In Econometrics, imposing restrictions without assuming underlying distributions to modelize complex realities is a valuable methodological tool.

Authors

Felipe A; Martín N; Miranda P; Pardo L

Journal

, , ,

Publication Date

March 3, 2015

DOI

10.48550/arxiv.1503.00994