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

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Pérez, Teresa and Pardo Llorente, Julio Ángel (2003) Goodness-of-fit tests based on K-phi-divergence. Kybernetika, 39 (6). pp. 739-752. ISSN 0023-5954

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Official URL: http://www.kybernetika.cz/content/2003/6/739


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Abstract

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


Item Type:Article
Uncontrolled Keywords:K-phi-divergence, goodness-of-fit, minimum K-phi-divergence estimate
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:17724
Deposited On:17 Jan 2013 09:35
Last Modified:13 Dec 2018 14:59

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