A Stochastic Minimum Distance Test for Multivariate Parametric Models
A Stochastic Minimum Distance Test for Multivariate Parametric Models
Stochastic procedures are randomized statistical procedures which are functions of the observed sample and of one or more artificially constructed auxiliary samples. As the size of the auxiliary samples increases, a stochastic procedure becomes nearly nonrandomized. The stochastic test of this paper arises as a numerically feasible approximation to a …