A guided nonparametric goodness-of-fit test with application to income distributions

Wen, KY; Wu, XM

Wen, KY (reprint author), Huazhong Univ Sci & Technol, Sch Econ, Wuhan 430074, Peoples R China.

ECONOMETRICS JOURNAL, 2019; 22 (3): 207

Abstract

We have developed a customizable goodness-of-fit test of a parametric density based on its distance to a consistently estimated density. This consiste......

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