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Choosing the best $φ$ -divergence goodness-of-fit statistic in multinomial sampling with linear constraints

Nirian Martin; Leandro Pardo — 2006

Kybernetika

In this paper we present a simulation study to analyze the behavior of the $φ$ -divergence test statistics in the problem of goodness-of-fit for loglinear models with linear constraints and multinomial sampling. We pay special attention to the Rényi’s and $I_{r}$ -divergence measures.

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