Martingale-difference-divergence-based tests for...

Martingale-difference-divergence-based tests for goodness-of-fit in quantile models

Xu, Kai, Chen, Fangxue
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Journal:
Journal of Statistical Planning and Inference
DOI:
10.1016/j.jspi.2019.10.007
Date:
December, 2019
File:
PDF, 459 KB
2019
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