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

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

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Year of publication:	1999
Authors:	Pardo, M. C.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 69.1999, 1, p. 65-87
Publisher:	Elsevier
Keywords:	goodness-of-fit minimumR[phi]-divergence estimate Pitman efficiency power function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153212