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СЕМИНАРЫ |
Стохастический анализ в задачах
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Bootstrap log-likelihood ratio test for linear hypothesis testing in problem with instrumental variables A. Kozuk Moscow Institute of Physics and Technology (State University), Dolgoprudny, Moscow region |
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Аннотация: In this talk bootstrap log-likelihhod ratio (BLR) test will be justified to recover real world log-likelihood ratio (LR) test statistic. It is demonstrated that BLR test is valid under Список литературы
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