GMM tests for the Katz family of distributions
نویسندگان
چکیده
منابع مشابه
GMM tests for the Katz family of distributions
Generalized method of moments (GMM) is used to develop tests for discriminating discrete distributions among the two-parameter family of Katz distributions. Relationships involving moments are exploited to obtain identifying and over-identifying restrictions. The asymptotic relative e5ciencies of tests based on GMM are analyzed using the local power approach and the approximate Bahadur e5ciency...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2003
ISSN: 0378-3758
DOI: 10.1016/s0378-3758(01)00284-1