Publication: φ-divergences and nested models.
Loading...
Full text at PDC
Publication Date
1997-09
Authors
Advisors (or tutors)
Editors
Journal Title
Journal ISSN
Volume Title
Publisher
Pergamon-Elsevier Science Ltd
Citations
Exportar
Abstract
We consider a wide class of statistics, namely phi-divergences. We obtain asymptotic distributions of these statistics in nested models. Our result generalizes previous results in this field.
Description
UCM subjects
Unesco subjects
Keywords
Citation
I. Csiszár, Information type measures of difference of probability distributions and indirect observations, Studia Sci. Mathem. Hungarica 2, 299-318 (1967).
D. Morales, L. Pardo and I. Vajda, Asymptotic divergence of estimates of discrete distributions, J. of Statistical Planning and Inference, (in print) (1995).
Y.M.M. Bishop, S.E. Fienberg and P.W. Holland, Discrete Multivariate Analysis, Theory and Practice, MIT Press, (1975).