Consistent Nonparametric Entropy-Based Testing
- 1 May 1991
- journal article
- Published by Oxford University Press (OUP) in The Review of Economic Studies
- Vol. 58 (3) , 437-453
- https://doi.org/10.2307/2298005
Abstract
The Kullback-Leibler information criterion is used as a basis for one-sided testing of nested hypotheses. No distributional form is assumed, so nonpaKeywords
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