Goodness-of-fit tests based on K φ -divergence

Teresa Pérez; Julio A. Pardo

Kybernetika (2003)

  • Volume: 39, Issue: 6, page [739]-752
  • ISSN: 0023-5954

Abstract

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In this paper a new family of statistics based on K φ -divergence for testing goodness-of-fit under composite null hypotheses are considered. The asymptotic distribution of this test is obtained when the unspecified parameters are estimated by maximum likelihood as well as minimum K φ -divergence.

How to cite

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Pérez, Teresa, and Pardo, Julio A.. "Goodness-of-fit tests based on $K_\phi $-divergence." Kybernetika 39.6 (2003): [739]-752. <http://eudml.org/doc/33678>.

@article{Pérez2003,
abstract = {In this paper a new family of statistics based on $K_\{\phi \}$-divergence for testing goodness-of-fit under composite null hypotheses are considered. The asymptotic distribution of this test is obtained when the unspecified parameters are estimated by maximum likelihood as well as minimum $K_\{\phi \}$-divergence.},
author = {Pérez, Teresa, Pardo, Julio A.},
journal = {Kybernetika},
keywords = {$K_\{\phi \}$-divergence; goodness-of-fit; minimum $K_\{\phi \}$-divergence estimate; minimum -divergence estimate},
language = {eng},
number = {6},
pages = {[739]-752},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Goodness-of-fit tests based on $K_\phi $-divergence},
url = {http://eudml.org/doc/33678},
volume = {39},
year = {2003},
}

TY - JOUR
AU - Pérez, Teresa
AU - Pardo, Julio A.
TI - Goodness-of-fit tests based on $K_\phi $-divergence
JO - Kybernetika
PY - 2003
PB - Institute of Information Theory and Automation AS CR
VL - 39
IS - 6
SP - [739]
EP - 752
AB - In this paper a new family of statistics based on $K_{\phi }$-divergence for testing goodness-of-fit under composite null hypotheses are considered. The asymptotic distribution of this test is obtained when the unspecified parameters are estimated by maximum likelihood as well as minimum $K_{\phi }$-divergence.
LA - eng
KW - $K_{\phi }$-divergence; goodness-of-fit; minimum $K_{\phi }$-divergence estimate; minimum -divergence estimate
UR - http://eudml.org/doc/33678
ER -

References

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  11. Pérez T., Pardo J. A., The K φ -divergence statistics for categorical data problem, Submitted 
  12. Pérez T., Pardo J. A., Minimum K φ -divergence estimator, Appl. Math. Lett. (to appear) Zbl1081.62001MR2045739
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  15. Read T. R. C., Cressie N. A. C., Goodness of fit Statistics for discrete multivariate data, Springer–Verlag, Berlin 1988 Zbl0663.62065MR0955054
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