Testing for more positive expectation dependence with application to model comparison
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DOI: 10.1016/j.insmatheco.2021.07.008
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More about this item
Keywords
Expectation dependence; Concentration curve; Lorenz curve; Autocalibration; Convex order; Balance correction;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
Statistics
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