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Matching moments for a closer approximation of the weighted (h, phi)-divergence test statistics in goodness-of-fit for finite samples

dc.contributor.authorLandaburu Jiménez, María Elena
dc.contributor.authorPardo Llorente, Leandro
dc.date.accessioned2023-06-20T09:39:02Z
dc.date.available2023-06-20T09:39:02Z
dc.date.issued2005
dc.description.abstractThe distributional properties of the weighted (h, phi)-divergence test statistics introduced in Landaburu and Pardo (2000) rely on large sample sizes for their validity. In this paper the accuracy of applying asymptotic results in cases where the sample size can not be assumed large is explored. In order to do this we compare the two asymptotic moments of the weighted (h, phi)-divergence test statistics with small-sample expressions for those moments. (C) 2004 The Franklin Institute. Published by Elsevier Ltd. All rights reserved
dc.description.departmentDepto. de Estadística e Investigación Operativa
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.refereedTRUE
dc.description.sponsorshipDGES
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/16481
dc.identifier.doi10.1016/j.jfranklin.2004.08.007
dc.identifier.issn0016-0032
dc.identifier.officialurlhttp://www.sciencedirect.com/science/article/pii/S0016003204000870
dc.identifier.relatedurlhttp://www.sciencedirect.com/
dc.identifier.urihttps://hdl.handle.net/20.500.14352/50112
dc.issue.number1
dc.journal.titleJournal of The Franklin Institute
dc.language.isoeng
dc.page.final129
dc.page.initial115
dc.publisherElsevier
dc.relation.projectIDPB2003-00892
dc.rights.accessRightsrestricted access
dc.subject.cdu517.15
dc.subject.keywordWeights
dc.subject.keywordAsymptotic distributions
dc.subject.keywordðh
dc.subject.keywordjÞ-divergences
dc.subject.keywordPower
dc.subject.keywordWeighted ðh
dc.subject.keywordjÞ-divergence test statistics
dc.subject.ucmProbabilidades (Matemáticas)
dc.titleMatching moments for a closer approximation of the weighted (h, phi)-divergence test statistics in goodness-of-fit for finite samples
dc.typejournal article
dc.volume.number342
dcterms.referencesE. Landaburu, L. Pardo, Goodness-of-fit tests with weights in the classes based on ðh;fÞ-divergences, Kybernetika 36 (5) (2000) 589–602. M. Belis, S. Guiasu, A quantitative–qualitative measures of information in cybernetic systems, IEEE Trans. Inf. Theory 4 (1968) 593–594. S. Guiasu, Weighted entropy, Rep. Math. Phys. 2 (1971) 165–174. S. Guiasu, Grouping data by using the weighted entropy, J. Statist. Plann. Inference 15 (1986) 63–69. E. Landaburu, L. Pardo, Minimum ðh;jÞ-divergence estimators with weights, Appl. Math. Comput. 140 (2003) 15–28. G. Longo, Quantitative and qualitative measure of information, Springer, New York, 1977. H.C. Taneja, R.K. Tuteja, Characterization of a qualitative–quantitative measures of relative Information, Inform. Sci. 33 (1984) 1–6. T.R.C. Read, N. Cressie, Goodness-of-Fit Statistics of Discrete Multivariate Data, Springer, New York, 1988. N. Cressie, T.R.C. Read, Multinomial goodness-of-fit tests, J. Roy. Statist. Soc. Ser. B 46 (1984) 440–464. M.L. Mene´ndez, D. Morales, L. Pardo, I. Vajda, About divergence-based goodness-of-fit tests in the Dirichlet-Multinomial Model, Comm. Statist. Theory Methods 25 (1996) 1119–1133. K. Zografos, K. Ferentinos, T. Papaioannou, j-divergence statistics: sampling properties and multinomial goodness of fit and divergence tests, Comm. Statist. Theory Methods 19 (5) (1990) 1785–1802. A. Renyi, On measures of entropy and information, in: Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, vol. 1, 1961, pp. 547–561.
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