Nota de FísicaPublicado
Generalized Entropy-Based Criterion for Consistent Nonparametric Testing
C. Tsallis
1993
Datos de la publicación
- Autores
- C. Tsallis
- Tipo
- Nota de Física
- Estado
- Publicado
- Fecha de publicación
- 1993
- Descripción
- Through the use of a recently generalized entropy, we propose, along the lines of Robinson 1991, a consistent criterion for testing relevant econometric hypothesis such as independence of time series quantities. This criterion recovers that of Kullback-Leibler as a particular case, and yields a satisfactory alternative to the criterion proposed by Brock et al 1987.
- Año
- 1993
- Número
- CBPF-NF-017/93
- Vínculo con tesis
- No
- Vínculo con beca
- No