Shrinkage of Variance for Minimum Distance Based Tests (Q5080513)
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scientific article; zbMATH DE number 7534709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage of Variance for Minimum Distance Based Tests |
scientific article; zbMATH DE number 7534709 |
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Shrinkage of Variance for Minimum Distance Based Tests (English)
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31 May 2022
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entropy
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GMM
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implied probabilities
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score test
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shrinkage
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