GMM tests for the Katz family of distributions (Q1869069)
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scientific article; zbMATH DE number 1895844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GMM tests for the Katz family of distributions |
scientific article; zbMATH DE number 1895844 |
Statements
GMM tests for the Katz family of distributions (English)
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9 April 2003
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Asymptotic efficiency
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Compound Poisson
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Generalized method of moments
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Katz family
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Monte Carlo simulation
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Semi-parametric test
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Tables
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