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φ-divergences and nested models.



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Menéndez Calleja, María Luisa and Morales González, Domingo and Pardo Llorente, Leandro (1997) φ-divergences and nested models. Applied Mathematics Letters, 10 (5). pp. 129-132. ISSN 0893-9659

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Official URL: http://www.sciencedirect.com/science/article/pii/S0893965997000955


We consider a wide class of statistics, namely phi-divergences. We obtain asymptotic distributions of these statistics in nested models. Our result generalizes previous results in this field.

Item Type:Article
Uncontrolled Keywords:nested models; divergence statistics; phi-divergence
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:18113
Deposited On:01 Feb 2013 12:22
Last Modified:26 Jul 2018 07:12

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