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Normal, gamma and inverse-Gaussian are the only NEFs where the bilateral UMPU and GLR tests coincide
Bar-Lev, Shaul K., Bshouty, Daoud, Letac, GérardVolume:
30
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/aos/1035844987
Date:
October, 2002
File:
PDF, 107 KB
english, 2002