Optimal Phi-Divergence Tests

被引:0
|
作者
Panayiotou, Panayiotis [1 ]
Karagrigoriou, Alex [1 ]
机构
[1] Univ Cyprus, Dept Math & Stat, POB 20537, CY-1678 Nicosia, Cyprus
关键词
Divergence measures; goodness of fit tests; optimal tests;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The aim of this work is the investigation of goodness of fit tests using measures of divergence. More specifically, we introduce a new family of divergence measures which is indexed by a positive parameter "a" and identify optimum values of "a" in order to improve the accuracy of the associated goodness of fit tests.
引用
收藏
页码:20 / 29
页数:10
相关论文
共 50 条
  • [1] Tests of goodness of fit based on Phi-divergence
    Noughabi, Hadi Alizadeh
    Balakrishnan, Narayanaswamy
    [J]. JOURNAL OF APPLIED STATISTICS, 2016, 43 (03) : 412 - 429
  • [2] PHI-DIVERGENCE STATISTICS - SAMPLING PROPERTIES AND MULTINOMIAL GOODNESS OF FIT AND DIVERGENCE TESTS
    ZOGRAFOS, K
    FERENTINOS, K
    PAPAIOANNOU, T
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1990, 19 (05) : 1785 - 1802
  • [3] Goodness of fit tests for logistic distribution based on Phi-divergence
    Al-Omari, Amer Ibrahim
    Zamanzade, Ehsan
    [J]. ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS, 2018, 11 (01) : 185 - 195
  • [4] INFERENCE USING PHI-DIVERGENCE GOODNESS-OF-FIT TESTS
    Kundargi, Nikhil
    Tewfik, Ahmed
    [J]. 2012 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2012, : 3001 - 3004
  • [5] Minimum Phi-Divergence Estimators and Phi-Divergence Test Statistics in Contingency Tables with Symmetry Structure: An Overview
    Pardo, Leandro
    Martin, Nirian
    [J]. SYMMETRY-BASEL, 2010, 2 (02): : 1108 - 1120
  • [6] Bahadur efficiency of the phi-divergence test statistic
    Pardo, L
    [J]. SOFT METHODOLOGY AND RANDOM INFORMATION SYSTEMS, 2004, : 307 - 314
  • [7] General Bootstrap for Dual phi-Divergence Estimates
    Bouzebda, Salim
    Cherfi, Mohamed
    [J]. JOURNAL OF PROBABILITY AND STATISTICS, 2012, 2012
  • [8] Consensus Distributionally Robust Optimization With Phi-Divergence
    Ohmori, Shunichi
    [J]. IEEE ACCESS, 2021, 9 : 92204 - 92213
  • [9] Tests of symmetry in three-dimensional contingency tables based on phi-divergence statistics
    Menéndez, ML
    Pardo, JA
    Pardo, L
    [J]. JOURNAL OF APPLIED STATISTICS, 2004, 31 (09) : 1095 - 1114
  • [10] Preliminary Phi-divergence test estimator for multinomial probabilities
    Gupta, AK
    Nguyen, T
    Pardo, L
    [J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2006, 50 (07) : 1749 - 1773