Two approaches to grouping of data and related disparity statistics



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Menéndez Calleja, María Luisa and Morales González, Domingo and Pardo Llorente, Leandro and Vadja, Igor (1988) Two approaches to grouping of data and related disparity statistics. Communications in statistics. Theory and methods, 27 (3). pp. 609-633. ISSN 0361-0926

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Csiszar's phi-divergences of discrete distributions are extended to a more general class of disparity measures by restricting the convexity of functions phi(t), t > 0, to the local convexity at t = 1 and monotonicity on intervals (0, 1) and (1, infinity). Goodness-of-fit estimation and testing procedures based on the phi-disparity statistics are introduced. Robustness of the estimation procedure is discussed and the asymptotic distributions for the testing procedure are established in statistical models with data grouped according to their values or orders.

Item Type:Article
Uncontrolled Keywords:divergence measures; disparity measures; asymptotic distribution; testing statistical hypotheses; order statistics; of-fit tests; multinomial goodness; divergence; model; robustness; efficiency
Subjects:Sciences > Mathematics > Applied statistics
ID Code:18110
Deposited On:01 Feb 2013 12:26
Last Modified:01 Feb 2013 12:26

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