Generalized Binomial law and Regularly Varying Moments
We consider two continuous time processes; the first one is valued in a semi-metric space, while the second one is real-valued. In some sense, we extend the results of F. Ferraty and P. Vieu in ``Nonparametric models for functional data, with application in regression, time-series prediction and curve discrimination'' (2004), by establishing the convergence, with rates, of the generalized regression function when a real-valued continuous time response is considered. As corollaries, we deduce the...
The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted -divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted -divergence between an empirical distribution and a fixed distribution is here investigated for large simple random samples, and the asymptotic distributions are shown to be either normal or equal to the distribution of a linear...
In this paper a new family of statistics based on -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 -divergence.