Geodesic
Goodness of fit tests with weights in the classes based on $(h,\phi)$-divergences
Kybernetika, Tome 36 (2000) no. 5, pp. 589-602 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted $\left( h,\phi \right) $-divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted $\left( h,\phi \right)$-divergence between an empirical distribution and a fixed distribution is here investigated for large simple random samples, and the asymptotic distributions are shown to be either normal or equal to the distribution of a linear combination of independent chi-square variables. Some approximations to the linear combination of independent chi-square variables are presented.
The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted $\left( h,\phi \right) $-divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted $\left( h,\phi \right)$-divergence between an empirical distribution and a fixed distribution is here investigated for large simple random samples, and the asymptotic distributions are shown to be either normal or equal to the distribution of a linear combination of independent chi-square variables. Some approximations to the linear combination of independent chi-square variables are presented.
Classification : 60E05, 62B10, 62E10, 62E20, 62G10 
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Landaburu, Elena; Pardo, Leandro. Goodness of fit tests with weights in the classes based on $(h,\phi)$-divergences. Kybernetika, Tome 36 (2000) no. 5, pp. 589-602. http://geodesic.mathdoc.fr/item/KYB_2000_36_5_a5/

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