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Kybernetika 39(6):739-752, 2003.

Goodness-of-fit Tests Based on Kφ-divergence.

Teresa Pérez and Julio A. Pardo


Abstract:

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.


Keywords: $K_{\phi }$-divergence; goodness-of-fit; minimum $K_{\phi}$-divergence estimate;


AMS: 62B10; 62E20;


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BIB TeX

@article{kyb:2003:6:739-752,

author = {P\'{e}rez, Teresa and Pardo, Julio A.},

title = {Goodness-of-fit Tests Based on $K_{\phi}$-divergence.},

journal = {Kybernetika},

volume = {39},

year = {2003},

number = {6},

pages = {739-752}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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