Publication: Asymptotic normality for the K-phi-divergence goodness-of-fit tests
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2002-08-15
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Elsevier Science
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Abstract
In this paper for a wide class of goodness-of-fit statistics based Ko-divergences, the asymptotic normality is established under the assumption n/m(n) --> a is an element of (0, infinity), where m(n) denotes sample size and Mn the number of cells. This result is extended to contiguous alternatives to study asymptotic efficiency.
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