Person: Morales González, Domingo
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First Name
Domingo
Last Name
Morales González
Affiliation
Universidad Complutense de Madrid
Faculty / Institute
Ciencias Matemáticas
Department
Area
Estadística e Investigación Operativa
Identifiers
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Item Renyi statistics in directed families of exponential experiments(Statistics, 2000) Morales González, Domingo; Pardo Llorente, Leandro; Vadja, IgorRenyi statistics are considered in a directed family of general exponential models. These statistics are defined as Renyi distances between estimated and hypothetical model. An asymptotically quadratic approximation to the Renyi Statistics is established, leading to similar asymptotic distribution results as established in the literature For the likelihood ratio statistics. Some arguments in favour of the Renyi statistics are discussed, and a numerical comparison of the Renyi goodness-of-fit tests with the Likelihood ratio test is presented.Item Approximations to powers of phi-disparity goodness-of-fit tests(Communications in statistics. Theory and methods, 2001) Menéndez Calleja, María Luisa; Morales González, Domingo; Pardo Llorente, Leandro; Vadja, IgorThe paper studies a class of tests based on disparities between the real-valued data and theoretical models resulting either from fixed partitions of the observation space, or from the partitions by the sample quantiles of fixed orders. In both cases there are considered the goodness-of-fit tests of simple and composite hypotheses. All tests are shown to be consistent, and their power is evaluated at the nonlocal as well as local alternatives.Item Two approaches to grouping of data and related disparity statistics(Communications in statistics. Theory and methods, 1988) Menéndez Calleja, María Luisa; Morales González, Domingo; Pardo Llorente, Leandro; Vadja, IgorCsiszar's phi-divergences of discrete distributions are extended to a more general class of disparity measures by restricting the convexity of functions phi(t), t > 0, to the local convexity at t = 1 and monotonicity on intervals (0, 1) and (1, infinity). Goodness-of-fit estimation and testing procedures based on the phi-disparity statistics are introduced. Robustness of the estimation procedure is discussed and the asymptotic distributions for the testing procedure are established in statistical models with data grouped according to their values or orders.