Publication: Goodness-of-fit tests based on K-phi-divergence
Loading...
Official URL
Full text at PDC
Publication Date
2003
Authors
Pérez, Teresa
Advisors (or tutors)
Editors
Journal Title
Journal ISSN
Volume Title
Publisher
Kybernetika
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.
Description
UCM subjects
Unesco subjects
Keywords
Citation
N. W. Birch: A new proof of the Pearson-Fisher theorem. Ann. Math. Statist. 55(1964),817-824.
Y. M. M. Bishop, S. E. Fienberg, and P. W. Holland: Discrete Multivariate Analysis: Theory and Practice. MIT Press, Cambridge, MA 1975.
J. Burbea: J-divergences and related topics. Encyclopedia Statist. Sci. 44 (1983), 290-296.
J. Burbea and C. R. Rao: On the convexity of some divergence measures based on entropy functions. IEEE Trans. Inform. Theory 28 (1982), 489-495.
N. Cressie and T.R. C: Multinomial Goodness-of-fit Tests. J. Roy. Statist. Soc Ser. B 40(1984), 440-464.
I. Csiszar: Information-type measures of difference of probability distributions and indirect observations. Studia Sci. Math. Hungar. 2 (1967), 299-318.
D. A. S. Fraser: Nonparametric methods in Statistics. Wiley, New York 1957.
J. C. Fryer and C. A. Robertson: A comparison of some methods for estimating mixed normal distributions. Biometrika 59 (1972), 639-648.
D. Morales, L. Pardo, and I. Vajda: Asymptotic divergence of estimates of discrete distributions. J. Statist. Plann. Inference 48 (1995), 347-369.
M. C. Pardo: On Burbea-Rao divergence based goodness-of-fit tests for multinomial models. J. Multivariate Anal. 69 (1999), 65-87.
T. Perez and J. A. Pardo: The K-phi-divergence statistics for categorical data problem. Submitted.
T. Perez and J. A. Pardo: Minimum K-phi-divergence estimator. Appl. Math. Lett, (to appear).
C.R. Rao: Diversity and dissimilarity coefficients: a unified approach. J. Theoret. Population Biology 21 (1982), 24-43.
J. N. K. Rao and A. J. Scott: The analysis of categorical data from complex sample surveys: chi-squared tests for goodness of fit and independence in two-way tables. J. Amer. Statist. Assoc. 76 (1981), 221-230.
T. R. C. Read and N. A. C. Cressie: Goodness of fit Statistics for discrete multivariate data. Springer-Verlag, Berlin 1988.
T. Vajda and K. Vasek: Majorization, concave entropies, and comparison of experiments. Prob. Control Inform. Theory 14 (1985), 105-115.
K. Zografos, K. Ferentinos, and T. Papaioannou: (phi-divergence statistics: sampling properties and multinomial goodness of fit divergence tests. Comm. Statist. Theory Methods 19 (1990), 5, 1785-1802.