Geodesic
Goodness-of-fit tests based on $K_\phi$-divergence
Kybernetika, Tome 39 (2003) no. 6, p. [739].

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In this paper a new family of statistics based on $K_{\phi }$-divergence for testing goodness-of-fit under composite null hypotheses are considered. The asymptotic distribution of this test is obtained when the unspecified parameters are estimated by maximum likelihood as well as minimum $K_{\phi }$-divergence.
Classification : 62B10, 62E20, 62F03, 62G10
Keywords: $K_{\phi }$-divergence; goodness-of-fit; minimum $K_{\phi }$-divergence estimate 
@article{KYB_2003__39_6_a5,
     author = {P\'erez, Teresa and Pardo, Julio A.},
     title = {Goodness-of-fit tests based on $K_\phi$-divergence},
     journal = {Kybernetika},
     pages = {[739]},
     publisher = {mathdoc},
     volume = {39},
     number = {6},
     year = {2003},
     mrnumber = {2035648},
     zbl = {1243.62062},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2003__39_6_a5/}
}
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Pérez, Teresa; Pardo, Julio A. Goodness-of-fit tests based on $K_\phi$-divergence. Kybernetika, Tome 39 (2003) no. 6, p. [739]. http://geodesic.mathdoc.fr/item/KYB_2003__39_6_a5/