An Entropy-Based Approach for Nonparametrically Testing Simple Probability Distribution Hypotheses
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- Ron Mittelhammer & George Judge & Miguel Henry, 2022. "An Entropy-Based Approach for Nonparametrically Testing Simple Probability Distribution Hypotheses," Papers 2201.06647, arXiv.org.
References listed on IDEAS
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- Dante Amengual & Marine Carrasco & Enrique Sentana, 2017. "Testing Distributional Assumptions Using a Continuum of Moments," Working Papers wp2017_1709, CEMFI.
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Keywords
information theory; maximum entropy; testing parametric families; characteristic function; nonparametric inference;All these keywords.
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