Asymptotic laws for disparity statistics in product multinomial models

JOURNAL OF MULTIVARIATE ANALYSIS

卷:85

Article

Morales, D ; Pardo, L ; Vajda, I

关键词: goodness-of-fit testing;    divergence statistics;    disparity statistics;    multinomial model;    product multinomial model;    sparse cell frequencies;    asymptotic distributions;   

DOI  :  10.1016/S0047-259X(02)00042-8

来源: Elsevier

【 摘 要 】

The paper presents asymptotic distributions of phi-disparity goodness-of-fit statistics in product multinomial models, under hypotheses and alternatives assuming sparse and nonsparse cell frequencies. The phi-disparity statistics include the power divergences of Read and Cressie (Goodness-of-fit Statistics for Discrete Multivariate Data, Springer, New York, 1988), the phi-divergences of Ciszar (Studia Sci. Math. Flungar. 2 (1967) 299) and the robust goodness of fit statistics of Lindsay (Ann. Statist. 22 (1994) 1081). (C) 2002 Elsevier Science (USA). All rights reserved.

【 授权许可】

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