Asymptotic laws for disparity statistics in product multinomial models

D. Morales, L. Pardo and I. Vajda

Journal of Multivariate Analysis, 2003, vol. 85, issue 2, 335-360

Abstract: 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 Ciszár (Studia Sci. Math. Hungar. 2 (1967) 299) and the robust goodness of fit statistics of Lindsay (Ann. Statist. 22 (1994) 1081).

Keywords: Goodness-of-fit; testing; Divergence; statistics; Disparity; statistics; Multinomial; model; Product; multinomial; model; Sparse; cell; frequencies; Asymptotic; distributions (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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