Asymptotic distributions for goodness-of-fit statistics in a sequence of multinomial models

L. Györfi and I. Vajda

Statistics & Probability Letters, 2002, vol. 56, issue 1, 57-67

Abstract: We consider f-disparities between discrete distributions pn=(pn1,...,pnkn) and their estimates based on relative frequencies in an i.i.d. sample of size n, where is twice continuously differentiable in a neighborhood of 1 with f''(1)[not equal to]0. We derive asymptotic distributions of the disparity statistics under certain assumptions about pn and the second derivatives f'' in a neighborhood of 1. These assumptions are weaker than those known from the literature.

Keywords: Goodness-of-fit; statistics; Disparity; statistics; Goodness-of-fit; tests; Asymptotic; distributions (search for similar items in EconPapers)
Date: 2002
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