Publication:
Renyi statistics in directed families of exponential experiments

dc.contributor.authorMorales González, Domingo
dc.contributor.authorPardo Llorente, Leandro
dc.contributor.authorVadja, Igor
dc.date.accessioned2023-06-20T17:09:46Z
dc.date.available2023-06-20T17:09:46Z
dc.date.issued2000
dc.description.abstractRenyi 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.
dc.description.departmentDepto. de Estadística e Investigación Operativa
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.refereedTRUE
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/18088
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dc.identifier.doi10.1080/02331880008802324
dc.identifier.issn0233-1888
dc.identifier.officialurlhttp://www.tandfonline.com/doi/abs/10.1080/02331880008802324
dc.identifier.relatedurlhttp://www.tandfonline.com/
dc.identifier.urihttps://hdl.handle.net/20.500.14352/57870
dc.issue.number2
dc.journal.titleStatistics
dc.page.final174
dc.page.initial151
dc.publisherTaylor & Francis
dc.rights.accessRightsmetadata only access
dc.subject.cdu519.2
dc.subject.keywordexponential models
dc.subject.keywordresting goodness-of-fit
dc.subject.keywordRenyi distances
dc.subject.keywordRenyi statistics
dc.subject.keywordstochastic-processes
dc.subject.keywordmodels
dc.subject.ucmProcesos estocásticos
dc.subject.unesco1208.08 Procesos Estocásticos
dc.titleRenyi statistics in directed families of exponential experiments
dc.typejournal article
dc.volume.number34
dspace.entity.typePublication
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relation.isAuthorOfPublication.latestForDiscovery4d5cedd9-975b-43fb-bc2e-f55dec36a2bf
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