The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions
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References listed on IDEAS
- Bachmann, Dirk & Dette, Holger, 2005. "A note on the Bickel-Rosenblatt test in autoregressive time series," Statistics & Probability Letters, Elsevier, vol. 74(3), pages 221-234, October.
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More about this item
KeywordsBayes distance; Canonical exponential family; Maximum likelihood; Misclassification error;
StatisticsAccess and download statistics
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