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Chi-Squared Tests of Goodness-of-Fit For Dependent Observations
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inferred← citeshttps://doi.org/10.1007/s10463-009-0260-2openalex-snapshot
Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
inferred← citeshttps://doi.org/10.1016/j.jue.2021.103349openalex-snapshot
The effect of LTV-based risk weights on house prices: Evidence from an Israeli macroprudential policy
inferred← citeshttps://doi.org/10.1214/22-ejs1993openalex-snapshot
Generalized Rescaled Pólya urn and its statistical application
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