A Spline LR Test for Goodness-of-Fit
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | McCulloch, J. Huston ; E. Richard Percy, Jr. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Goodness-of-Fit tests | nuisance parameters | cubic spline | Neyman smooth test | Lagrange Multiplier test | stable distributions | student t distributions |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 123 |
| Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
| Source: |
Persistent link: https://www.econbiz.de/10005345428