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Asymptotic laws for disparity statistics in product multinomial models

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2003

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Academic Press
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The paper presents asymptotic distributions of phi-disparity goodness-of-fit statistics in product multinomial models, under hypotheses and alternatives assuming sparse and nonsparse cell frequencies. The phi-disparity statistics include the power divergences of Read and Cressie (Goodness-of-fit Statistics for Discrete Multivariate Data, Springer, New York, 1988), the phi-divergences of Ciszar (Studia Sci. Math. Flungar. 2 (1967) 299) and the robust goodness of fit statistics of Lindsay (Ann. Statist. 22 (1994) 1081).

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