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Asymptotic behaviour and statistical applications of weighted (h,phi)-divergences

Landaburu Jiménez, María Elena and Pardo Llorente, Leandro (2004) Asymptotic behaviour and statistical applications of weighted (h,phi)-divergences. Kybernetes , 33 (9-10 ). 1518-1534 . ISSN 0368-492X

Official URL: http://www.ingentaconnect.com/content/mcb/067/2004/00000033/f0020009/art00013

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Abstract

Weighted (h, phi) - divergence statistics are obtained by either replacing both distributions involved in the argument by their nonparametric estimators or replacing one distribution and considering the other as given. Asymptotic properties of weighted (h, phi) - divergence statistics are obtained and some tests constructed on the basis of these results are presented.


Item Type:Article
Uncontrolled Keywords:Cybernetics; Statistical Analysis; Power
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:16532
Deposited On:26 Sep 2012 08:17
Last Modified:26 Sep 2012 08:17

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