Entropy,divergence and distance measures with econometric applications |
| |
| Affiliation: | 1. Department of Informatics, Federal University of Paraná, Brazil;2. Dept. of Telecommunications and Networks, University of Toulouse, France;1. Department of Mathematics, Statistics, and Computer Science, University of Illinois at Chicago, 851 S. Morgan St, 322 Science and Engineering Offices, Chicago, IL 60607, United States;2. Department of Statistics, North Carolina State University, 5109 SAS Hall, 2311 Stinson Drive, Raleigh, NC 27695, United States |
| |
| Abstract: | ![]()
This paper provides a unified treatment of various entropy, divergence and distance measures and explores their applications in the context of econometric estimation and hypothesis testing. |
| |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
