| Title:
|
Goodness of fit tests with weights in the classes based on $(h,\phi)$-divergences (English) |
| Author:
|
Landaburu, Elena |
| Author:
|
Pardo, Leandro |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
36 |
| Issue:
|
5 |
| Year:
|
2000 |
| Pages:
|
[589]-602 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted $\left( h,\phi \right) $-divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted $\left( h,\phi \right)$-divergence between an empirical distribution and a fixed distribution is here investigated for large simple random samples, and the asymptotic distributions are shown to be either normal or equal to the distribution of a linear combination of independent chi-square variables. Some approximations to the linear combination of independent chi-square variables are presented. (English) |
| MSC:
|
60E05 |
| MSC:
|
62B10 |
| MSC:
|
62E10 |
| MSC:
|
62E20 |
| MSC:
|
62G10 |
| idZBL:
|
Zbl 1244.62065 |
| idMR:
|
MR1882796 |
| . |
| Date available:
|
2009-09-24T19:35:24Z |
| Last updated:
|
2015-03-27 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135373 |
| . |
| Reference:
|
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