{"paper":{"title":"Efficiency combined with simplicity: new testing procedures for Generalized Inverse Gaussian models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"stat.ME","authors_text":"Angelo Efoevi Koudou, Christophe Ley","submitted_at":"2013-06-12T10:15:14Z","abstract_excerpt":"The standard efficient testing procedures in the Generalized Inverse Gaussian (GIG) family (also known as Halphen Type A family) are likelihood ratio tests, hence rely on Maximum Likelihood (ML) estimation of the three parameters of the GIG. The particular form of GIG densities, involving modified Bessel functions, prevents in general from a closed-form expression for ML estimators, which are obtained at the expense of complex numerical approximation methods. On the contrary, Method of Moments (MM) estimators allow for concise expressions, but tests based on these estimators suffer from a lack"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1306.2776","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}