Web projektu DAR

Research Centre
Data - Algorithms - Decision Making

Established in 2005 under support of MŠMT ČR (project 1M0572)

Publications

Consistent Estimation and Testing by Means of Disparity Statistics Based on m-spacings

Typ:

Internal print

Authors:

Hobza T., Vajda I., van der Meulen E.C.

Edition name / line:

Interní publikace DAR -

Volume:

ÚTIA 2006/15

Publisher:

ÚTIA AV ČR

Serie:

Praha

Year:

2006

Number of pages:

Contact:

Ing. Igor Vajda, DrSc. (ÚTIA - Oddělení stochastické informatiky)

Keywords:

Estimation, testing, m-spacings

attachment1:

Consistent Estimation and Testing by Means of Disparity Statistics Based on m-spacings [file]

Anotation:

Extended paper of I. Vajda and E. van der Meulen at the Prague Stochastics 2006. General limit law for the disparity statistics derived there is applied here to the power divergences of orders >-m/2. This application leads to new consistent estimates of power divergences of these orders and to new consistent goodness-of-fit tests.