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Semi-parametric specification tests for mixing distributions

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  • Fang, Yue

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  • Fang, Yue, 2008. "Semi-parametric specification tests for mixing distributions," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2829-2839, January.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:5:p:2829-2839
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    References listed on IDEAS

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    1. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    2. Ruohonen, Matti, 1988. "On A Model for the Claim Number Process," ASTIN Bulletin, Cambridge University Press, vol. 18(1), pages 57-68, April.
    3. Yue Fang, 2003. "Semi‐Parametric Specification Tests for Discrete Probability Models," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(1), pages 73-84, March.
    4. Geweke, John, 1981. "The Approximate Slopes of Econometric Tests," Econometrica, Econometric Society, vol. 49(6), pages 1427-1442, November.
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