Efficiency Combined with Simplicity: New Testing Procedures for Generalized Inverse Gaussian Models
| Year of publication: |
2014-01
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| Authors: | Koudou, Angelo Efoevi ; Ley, Christophe |
| Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
| Subject: | asymptotic linearity | GIG distributions | IG distributions | Maximin Tests | uniform local asymptotic normality |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published by: The text is part of a series ECARES Working Papers Number ECARES 2014-01 19 pages long |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010732244