Entropy, divergence and distance measures with econometric applications

被引：106

作者：

Ullah, A ^{[1
]}

机构：

[1] UNIV CALIF RIVERSIDE, DEPT ECON, RIVERSIDE, CA 92521 USA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1996年 / 49卷 / 01期

关键词：

divergence measures; entropy; distance; hypothesis testing; estimation;

D O I：

10.1016/0378-3758(95)00034-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：137 / 162

页数：26

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