https://sites.temple.edu/pdames/files/2016/07/DamesTokekarKumarISRR2015.pdf
Let Xt = fx1;t;x2;t;:::;xnt;tg denote a realization of a RFS of target states at time t. A probability distribution of a RFS is characterized by a discrete distribution over the cardinality of the set and a family of densities for the elements of the set conditioned on the size, i.e.,
https://cph.temple.edu/marketing/lp/MSHI
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https://www.cla.temple.edu/RePEc/documents/DETU_18_04.pdf
CvMn X = p X 1 fg > tg n bJ(u; g; t; ^pg) Fn;X (du) : g=2t=2 X (4.5) This choice of test statistic is similar to the one used by Escanciano (2008) in a di erent context.