Lô, Serigne N. (contributor); … - 2006
and entropy
econometrics, Monte Carlo, Robust tests, Saddlepoint techniques.
JEL Classification : C12, C13, C14
1 … Kullback-Leibler distance. These techniques are re-
lated to saddlepoint methods developed in the statistical literature for … and provide a link with
saddlepoint methods. Section 3 is devoted to the definition and the construction
of a robust …