Semi-parametric specification tests for mixing distributions

DOI10.1016/J.CSDA.2007.10.015zbMath1452.62056OpenAlexW2047043831MaRDI QIDQ1023613

Yue Fang

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.10.015

zbMATH Keywords

Monte Carlo simulationmodel specificationmixed Poisson distributionsemiparametric method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• GMM tests for the Katz family of distributions
• The Approximate Slopes of Econometric Tests
• Rates of Convergence of Estimates and Test Statistics
• Stochastic Comparison of Tests
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