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Title: Goodness-of-fit tests based on $K_\phi$-divergence (English)
Author: Pérez, Teresa
Author: Pardo, Julio A.
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 39
Issue: 6
Year: 2003
Pages: [739]-752
Summary lang: English
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Category: math
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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. (English)
Keyword: $K_{\phi }$-divergence
Keyword: goodness-of-fit
Keyword: minimum $K_{\phi }$-divergence estimate
MSC: 62B10
MSC: 62E20
MSC: 62F03
MSC: 62G10
idZBL: Zbl 1243.62062
idMR: MR2035648
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Date available: 2009-09-24T19:58:30Z
Last updated: 2015-03-24
Stable URL: http://hdl.handle.net/10338.dmlcz/135569
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