Mittelhammer, Ron C.; Judge, George G.; Henry, Miguel - In: Econometrics : open access journal 10 (2022) 1, pp. 1-19
In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be … used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing … testing procedure is also computationally tractable and relatively straightforward to implement. In contrast to some …