Testing the coherence of data and external intervals via an imprecise Sargan-Hansen test

Martin Jann. Testing the coherence of data and external intervals via an imprecise Sargan-Hansen test. In Enrique Miranda 0001, Ignacio Montes, Erik Quaeghebeur, Barbara Vantaggi, editors, International Symposium on Imprecise Probability: Theories and Applications, ISIPTA 2023, 11-14 July 2023, Oviedo, Spain. Volume 215 of Proceedings of Machine Learning Research, pages 249-258, PMLR, 2023. [doi]

Abstract

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