Asymptotic distributions of φ‐divergences of hypothetical and observed frequencies on refined partitions

Abstract

For a wide class of goodness‐of‐fit statistics based on φ‐divergences between hypothetical cell probabilities and observed relative frequencies, the asymptotic normality is established under the assumption n / m n →γ∈(0,∞), where n denotes sample size and m n the number of cells. Related problems of asymptotic distributions of φ‐divergence errors, and of φ‐divergence deviations of histogram estimators from their expected values, are considered too.

Locations

• Statistica Neerlandica - View - PDF