Large deviations of divergence measures on partitions

0410646 20240103182228.920060210235959.9 Large deviations of divergence measures on partitions 16 s. cav_un_epca*02571160378-3758Journal of Statistical Planning and Inference931-16Elsevier large deviations partitions goodness-of-fit cav_un_auth*0212817 Beirlant J. BE cav_un_auth*0212818 Devroye L. CA cav_un_auth*0211826 Györfi L. HU cav_un_auth*0101218 Vajda Igor UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. 12B GA102/99/1137 GA ČR cav_un_auth*0004432 579 Copernicus XE AV0Z1075907 We discuss Chernoff-type large deviation results for the total variation, the I-divergence errors, and the chi-square-divergence errors on partitions. In contrast to the total variation and the I-divergence, the chi-square-divergence has an unconventional large deviation rate. Applications to Bahadur efficiencies of goodness-of-fit tests based on these divergence measures for multivariate observations are given. BB SI http://hdl.handle.net/11104/0130734 UTIA-B 20010115 2001 cav_un_epca*0257116 Journal of Statistical Planning and Inference 0378-3758 1873-1171 Roč. 93 1/2 2001 1 16 Elsevier