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Keywords:
$K_{\phi }$-divergence; goodness-of-fit; minimum $K_{\phi }$-divergence estimate
$K_{\phi }$-divergence; goodness-of-fit; minimum $K_{\phi }$-divergence estimate
Summary:
In this paper a new family of statistics based on $K_{\phi }$-divergence for testing goodness-of-fit under composite null hypotheses are considered. The asymptotic distribution of this test is obtained when the unspecified parameters are estimated by maximum likelihood as well as minimum $K_{\phi }$-divergence.
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