Weighted (h,φ)‐divergences in goodness‐of‐fit with composite null hypotheses

E. Landaburu (Department of Statistics and OR, Complutense University of Madrid, Madrid, Spain)
L. Pardo (Department of Statistics and OR, Complutense University of Madrid, Madrid, Spain)

Kybernetes

ISSN: 0368-492X

Publication date: 1 June 2006

Abstract

Purpose

Proposes a test of goodness‐of‐fit with composite null hypotheses and weights in the classes based on weighted (h,φ)‐divergences.

Design/methodology/approach

The weighted (h,φ)‐divergence between an empirical distribution and the probability of the estimated model is here investigated for large simple random samples.

Findings

The unknown parameters of the model are estimated using minimum (h,φ)‐divergences estimators with weights as studied in previous works by the authors.

Originality/value

Research makes an important contribution to (h,φ)‐divergences and their applications in statistical and other areas.

Keywords

Citation

Landaburu, E. and Pardo, L. (2006), "Weighted (h,φ)‐divergences in goodness‐of‐fit with composite null hypotheses", Kybernetes, Vol. 35 No. 5, pp. 713-725. https://doi.org/10.1108/03684920610662467

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Publisher

:

Emerald Group Publishing Limited

Copyright © 2006, Emerald Group Publishing Limited

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