Goodness-of-fit tests based on Rao's divergence under sparseness assumptions

DOI10.1016/S0096-3003(01)00095-9MaRDI QIDQ1855740zbMATH OpenOpenAlexFDO

Authors María del Carmen Pardo

Publication date 28 January 2003

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0096-3003(01)00095-9

zbMATH Keywords

efficiencypower functionsparseness assumptions

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• About distances of discrete distributions satisfying the data processing theorem of information theory
• Asymptotic distributions of φ‐divergences of hypothetical and observed frequencies on refined partitions
• Asymptotic normality and efficiency for certain goodness-of-fit tests
• Asymptotically Optimal Tests for Multinomial Distributions
• Central limit theorems for multinomial sums
• Divergence statistics: sampling properties and multinomial goodness of fit and divergence tests
• Goodness-of-fit statistics for discrete multivariate data
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• On Burbea-Rao divergence based goodness-of-fit tests for multinomial models
• On the convexity of some divergence measures based on entropy functions
• Separable Statistics and Hypothesis Testing. The Case of Small Samples

Cited in

(5)

• On the power-divergence statistic in sparse multinomial models requiring parameter estimation
• Improving the accuracy of goodness-of-fit tests based on Rao's divergence with small sample size.
• Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence
• Testing stationary distributions of Markov chains based on Rao's divergence
• On the optimality and a generalization of rao-robson's statistic

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