Asymptotic distributions of φ‐divergences of hypothetical and observed frequencies on refined partitions

M. L. Menéndez, D. Morales, L. Pardo and I. Vajda

Statistica Neerlandica, 1998, vol. 52, issue 1, 71-89

Abstract: For a wide class of goodness‐of‐fit statistics based on φ‐divergences between hypothetical cell probabilities and observed relative frequencies, the asymptotic normality is established under the assumption n/mn→γ∈(0,∞), where n denotes sample size and mn the number of cells. Related problems of asymptotic distributions of φ‐divergence errors, and of φ‐divergence deviations of histogram estimators from their expected values, are considered too.

Date: 1998
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
https://doi.org/10.1111/1467-9574.00069

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:52:y:1998:i:1:p:71-89

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0039-0402

Access Statistics for this article

Statistica Neerlandica is currently edited by Miroslav Ristic, Marijtje van Duijn and Nan van Geloven

More articles in Statistica Neerlandica from Netherlands Society for Statistics and Operations Research
Bibliographic data for series maintained by Wiley Content Delivery ().