φ-divergences and nested models.

Menéndez Calleja, María Luisa; Morales González, Domingo; Pardo Llorente, Leandro

φ-divergences and nested models.

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Official URL

http://www.sciencedirect.com/science/article/pii/S0893965997000955

Publication date

1997

Authors

Menéndez Calleja, María Luisa

Morales González, Domingo

Pardo Llorente, Leandro

Publisher

Pergamon-Elsevier Science Ltd

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URI

https://hdl.handle.net/20.500.14352/57878

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).

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.