Asymptotic approximations for the distributions of the (h, f)-divergence goodness-of-fit statistics: application to Renyi’s statistic

Menéndez Calleja, María LuisaPardo Llorente, Julio ÁngelPardo Llorente, LeandroPardo Llorente, María del Carmen2023-06-202023-06-2019970368-492X10.1108/03684929710176449https://hdl.handle.net/20.500.14352/57817Read (1984) presented an asymptotic expansion for the distribution function of the power divergence statistics whose speed of convergence is dependent on the parameter of the family. Generalizes that result by considering the family of ((h) under bar, <(phi)under bar>)-divergence measures. Considers two other closer approximations to the exact distribution. Compares these three approximations for the Renyi's statistic in small samples.Asymptotic approximations for the distributions of the (h, f)-divergence goodness-of-fit statistics: application to Renyi’s statisticjournal articlehttp://www.emeraldinsight.com/journals.htm?articleid=1454378&show=abstracthttp://www.emeraldinsight.commetadata only access519.22mathematicsstatisticsEstadística matemática (Matemáticas)1209 Estadística