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Publikace

Consistency of various divergence statistics

Typ:
Výzkumná zpráva
Autoři publikace:
Vajda I., Harremoës P.
Název edice:
Research Report
Číslo zprávy:
2218
Nakladatel:
ÚTIA AV ČR
Místo vydání:
Praha
Rok:
2008
Klíčová slova:
Divergence measures, Divergence statistics, Power divergence
Anotace:
Divergence statistics for testing the hypothesis of uniformity in a sequence of multinomial distributions are studied. Special attention is devoted to the power divergence statistics of arbitrary real degrees. Sufficient conditions for consistency of these statistics are established, with applications in the Bahadur asymptotic efficiency among others.
 
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