Bruce E. Hansen
"Criterion-Based Inference without the Information Equality: The Weighted Chi-Square Distriubtion"



This file contains Matlab code to replicate the numerical work in the paper, and to calculate the weightd chi-square distribution.

Data and Matlab code

Link to Abstract and PDF File of Paper


Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111. Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author, and do not necessarily reflect the views of the NSF.