RT Journal Article
T1 Renyi statistics in directed families of exponential experiments
A1 Morales González, Domingo
A1 Pardo Llorente, Leandro
A1 Vadja, Igor
AB 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.
PB Taylor & Francis
SN 0233-1888
YR 2000
FD 2000
LK https://hdl.handle.net/20.500.14352/57870
UL https://hdl.handle.net/20.500.14352/57870
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DS Docta Complutense
RD 22 feb 2024