Two approaches to grouping of data and related disparity statistics
- 1 January 1998
- journal article
- other
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 27 (3) , 609-633
- https://doi.org/10.1080/03610929808832117
Abstract
Csiszár's φ-divergences of discrete distributions are extended to a more general class of disparity measures by restricting the convexity of functions φ(t), t > 0, to the local convexity at t = 1 and monotonicity on intervals (0, 1) and (l,∞). Goodness-of-fit estimation and testing procedures based on the (^-disparity statistics are introduced. Robustness of the estimation procedure is discussed and the asymptotic distributions for the testing procedure are established in statistical models with data grouped according to their values or ordersKeywords
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