Asymptotic distributions for goodness-of-fit statistics in a sequence of multinomial models
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.
Year of publication: |
2002
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Authors: | Györfi, L. ; Vajda, I. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 56.2002, 1, p. 57-67
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Publisher: |
Elsevier |
Keywords: | Goodness-of-fit statistics Disparity statistics Goodness-of-fit tests Asymptotic distributions |
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