On the asymptotic efficiency of directional model checks for regression. In: From Statistics to Mathematical Finance: Festscrift in Honour of Winfried Stute Book Chapters uri icon

book title

  • From Statistics to Mathematical Finance: Festscrift in Honour of Winfried Stute

country

  • SUIZA

publication date

  • September 2017

start page

  • 71

end page

  • 87

isbn

  • 9783319509853

keywords

  • neyman-pearson lemma; functional likelihood ratio; semiparametric efficiency; effective score; empirical processes theory