On Burbea-Rao Divergence Based Goodness-of-Fit Tests for Multinomial Models

M. C. Pardo

Journal of Multivariate Analysis, 1999, vol. 69, issue 1, 65-87

Abstract: This paper investigates a new family of statistics based on Burbea-Rao divergence for testing goodness-of-fit. Under the simple and composite null hypotheses the asymptotic distribution of these tests is shown to be chi-squared. For composite hypothesis, the unspecified parameters are estimated by maximum likelihood as well as minimum Burbea-Rao divergence

Keywords: goodness-of-fit; minimumR[phi]-divergence; estimate; Pitman; efficiency; power; function (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (2)

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