Shrinkage of variance for minimum distance based tests
Saraswata Chaudhuri and Eric Renault
| Year of publication: |
2015
|
|---|---|
| Authors: | Chaudhuri, Saraswata ; Renault, Eric |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 1/5, p. 328-351
|
| Subject: | Entropy | GMM | Implied probabilities | Score test | Shrinkage | Entropie | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011373279