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Renyi statistics in directed families of exponential experiments

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Morales González, Domingo y Pardo Llorente, Leandro y Vadja, Igor (2000) Renyi statistics in directed families of exponential experiments. Statistics, 34 (2). pp. 151-174. ISSN 0233-1888

URL Oficial: http://www.tandfonline.com/doi/abs/10.1080/02331880008802324


URLTipo de URL
http://www.tandfonline.com/Editorial


Resumen

Renyi statistics are considered in a directed family of general exponential models. These statistics are defined as Renyi distances between estimated and hypothetical model. An asymptotically quadratic approximation to the Renyi Statistics is established, leading to similar asymptotic distribution results as established in the literature For the likelihood ratio statistics. Some arguments in favour of the Renyi statistics are discussed, and a numerical comparison of the Renyi goodness-of-fit tests with the Likelihood ratio test is presented.


Tipo de documento:Artículo
Palabras clave:exponential models; resting goodness-of-fit; Renyi distances; Renyi statistics; stochastic-processes; models
Materias:Ciencias > Matemáticas > Procesos estocásticos
Código ID:18088
Depositado:31 Ene 2013 09:30
Última Modificación:31 Ene 2013 09:30

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