Some New Statistics for Testing Hypotheses in Parametric Models,
The paper deals with simple and composite hypotheses in statistical models with i.i.d. observations and with arbitrary families dominated by[sigma]-finite measures and parametrized by vector-valued variables. It introduces[phi]-divergence testing statistics as alternatives to the classical ones: the generalized likelihood ratio and the statistics of Wald and Rao. It is shown that, under the assumptions of standard type about hypotheses and model densities, the results about asymptotic distribution of the classical statistics established so far for the counting and Lebesgue dominating measures (discrete and continuous models) remain true also in the general case. Further, these results are extended to the[phi]-divergence statistics with smooth convex functions[phi]. The choice of[phi]-divergence statistics optimal from the point of view of power is discussed and illustrated by several examples.
Volume (Year): 62 (1997)
Issue (Month): 1 (July)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Salicru, M. & Morales, D. & Menendez, M. L. & Pardo, L., 1994. "On the Applications of Divergence Type Measures in Testing Statistical Hypotheses," Journal of Multivariate Analysis, Elsevier, vol. 51(2), pages 372-391, November.
- 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.
When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:62:y:1997:i:1:p:137-168. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.