Asymptotic distributions for goodness-of-fit statistics in a sequence of multinomial models
AbstractWe 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.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 56 (2002)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Broniatowski, Michel & Keziou, Amor, 2009. "Parametric estimation and tests through divergences and the duality technique," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 16-36, January.
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