A maximum entropy type test of fit: composite hypothesis case

DOI10.1016/J.CSDA.2012.06.006zbMath1365.62155OpenAlexW2900935613MaRDI QIDQ2359457

Sangyeol Lee

Publication date: 29 June 2017

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

Full work available at URL: https://doi.org/10.1016/j.csda.2012.06.006

zbMATH Keywords

goodness of fit testmaximum entropy testunstable autoregressive model\(K\)-transformation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Statistical aspects of information-theoretic topics (62B10)

Related Items (5)

Entropy test and residual empirical process for autoregressive conditional duration models ⋮ An Estimator of Shannon Entropy of Beta-Generated Distributions and a Goodness-of-Fit Test ⋮ On entropy-based goodness-of-fit test for asymmetric Student-t and exponential power distributions ⋮ On entropy goodness-of-fit test based on integrated distribution function ⋮ Bootstrap entropy test for general location-scale time series models with heteroscedasticity

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