Renyi statistics in directed families of exponential experiments
| dc.contributor.author | Morales González, Domingo | |
| dc.contributor.author | Pardo Llorente, Leandro | |
| dc.contributor.author | Vadja, Igor | |
| dc.date.accessioned | 2023-06-20T17:09:46Z | |
| dc.date.available | 2023-06-20T17:09:46Z | |
| dc.date.issued | 2000 | |
| dc.description.abstract | Renyi 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.department | Depto. de Estadística e Investigación Operativa | |
| dc.description.faculty | Fac. de Ciencias Matemáticas | |
| dc.description.refereed | TRUE | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/18088 | |
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| dc.identifier.doi | 10.1080/02331880008802324 | |
| dc.identifier.issn | 0233-1888 | |
| dc.identifier.officialurl | http://www.tandfonline.com/doi/abs/10.1080/02331880008802324 | |
| dc.identifier.relatedurl | http://www.tandfonline.com/ | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/57870 | |
| dc.issue.number | 2 | |
| dc.journal.title | Statistics | |
| dc.page.final | 174 | |
| dc.page.initial | 151 | |
| dc.publisher | Taylor & Francis | |
| dc.rights.accessRights | metadata only access | |
| dc.subject.cdu | 519.2 | |
| dc.subject.keyword | exponential models | |
| dc.subject.keyword | resting goodness-of-fit | |
| dc.subject.keyword | Renyi distances | |
| dc.subject.keyword | Renyi statistics | |
| dc.subject.keyword | stochastic-processes | |
| dc.subject.keyword | models | |
| dc.subject.ucm | Procesos estocásticos | |
| dc.subject.unesco | 1208.08 Procesos Estocásticos | |
| dc.title | Renyi statistics in directed families of exponential experiments | |
| dc.type | journal article | |
| dc.volume.number | 34 | |
| dspace.entity.type | Publication | |
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