Název:
Goodness-of-Fit Disparity Statistics Obtained by Hypothetical and Empirical Quantizations
Autoři:
Boček, Pavel ; Vajda, Igor ; van der Meulen, E. Typ dokumentu: Výzkumné zprávy
Rok:
2010
Jazyk:
eng
Edice: Research Report, svazek: 2292
Abstrakt: Goodness-of-fit disparity statistics are defined as appropriately scaled phi-disparities or phi-divergences of quantized hypothetical and empirical distributions. It is shown that the classical Pearson-type statistics are obtained if we quantize by means of hypothetical percentiles, and that new spacings-based disparity statistics are obtained if we quantize by means of empirical percentiles.
Klíčová slova:
asymptotic normality,; goodness-of-fit; power divergences Číslo projektu: CEZ:AV0Z10750506 (CEP), 1M0572 (CEP) Poskytovatel projektu: GA MŠk