Pages that link to "Item:Q1858947"

The following pages link to Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence. (Q1858947):

Displaying 12 items.

• Escort distributions minimizing the Kullback-Leibler divergence for a large deviations principle and tests of entropy level (Q263270) (← links)
• A robust test of specification based on order statistics (Q650728) (← links)
• Faster ARMA maximum likelihood estimation (Q1023549) (← links)
• Monotonicity of the Fisher information and the Kullback-Leibler divergence measure (Q1316981) (← links)
• Entropy, divergence and distance measures with econometric applications (Q1909375) (← links)
• Accelerating score-driven time series models (Q2330723) (← links)
• Estimation of Kullback-Leibler divergence by local likelihood (Q2502140) (← links)
• Non-linearity tests based on order statistics and quantile regressions (Q3446968) (← links)
• Maximum entropy in applied econometric research (Q3982044) (← links)
• (Q5094649) (← links)
• Nonlinear autoregressive models with optimality properties (Q5860996) (← links)
• Right mean for the \(\alpha - z\) Bures-Wasserstein quantum divergence (Q6116179) (← links)