Similar Search Results

Estimating the parameters of the Markov probability model from aggregate time series data

Lee, Tsoung-Chao; Judge, George G.; Zellner, Arnold - 1970

Persistent link: https://www.econbiz.de/10000028012

A family of empirical likelihood functions and estimators for the binary response model

Mittelhammer, Ron C.; Judge, George G. - In: Journal of econometrics 164 (2011) 2, pp. 207-217

Persistent link: https://www.econbiz.de/10009301941

Revised empirical likelihood

Grendar, Marian; Judge, George G. - 2010

Persistent link: https://www.econbiz.de/10009296731

Consistency of empirical likelihood and maximum a-posteriori probability under misspecification

Grendar, Marian (contributor); Judge, George G. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003769031

An entropy-based approach for nonparametrically testing simple probability distribution hypotheses

Mittelhammer, Ron C.; Judge, George G.; Henry, Miguel - In: Econometrics : open access journal 10 (2022) 1, pp. 1-19

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing methodology relies on the characteristic function of the...

Persistent link: https://www.econbiz.de/10012805047

An Entropy-Based Approach for Nonparametrically Testing Simple Probability Distribution Hypotheses

Mittelhammer, Ron C.; Judge, George G.; Henry, Miguel - 2022

n this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing methodology relies on the characteristic function of the...

Persistent link: https://www.econbiz.de/10013298495