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Asymptotic laws for disparity statistics in product multinomial models

Author

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  • Morales, D.
  • Pardo, L.
  • Vajda, I.

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).

Suggested Citation

  • Morales, D. & Pardo, L. & Vajda, I., 2003. "Asymptotic laws for disparity statistics in product multinomial models," Journal of Multivariate Analysis, Elsevier, vol. 85(2), pages 335-360, May.
    • Handle: RePEc:eee:jmvana:v:85:y:2003:i:2:p:335-360
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    References listed on IDEAS

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    1. Menendez, M. & Morales, D. & Pardo, L. & Vajda, I., 1995. "Divergence-Based Estimation and Testing of Statistical Models of Classification," Journal of Multivariate Analysis, Elsevier, vol. 54(2), pages 329-354, August.
    2. M. L. Menéndez & D. Morales & L. Pardo & I. Vajda, 1998. "Asymptotic distributions of φ‐divergences of hypothetical and observed frequencies on refined partitions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 52(1), pages 71-89, March.
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    Cited by:

    1. Rempała, Grzegorz A. & Wesołowski, Jacek, 2016. "Double asymptotics for the chi-square statistic," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 317-325.

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