Proposes a test of goodness‐of‐fit with composite null hypotheses and weights in the classes based on weighted (h,φ)‐divergences.
The weighted (h,φ)‐divergence between an empirical distribution and the probability of the estimated model is here investigated for large simple random samples.
The unknown parameters of the model are estimated using minimum (h,φ)‐divergences estimators with weights as studied in previous works by the authors.
Research makes an important contribution to (h,φ)‐divergences and their applications in statistical and other areas.
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