Goodness-of-fit tests via φ-measures of divergence for censored data
Ημερομηνία
2014Source
Journal of Statistical Computation and SimulationVolume
84Issue
5Pages
946-963Google Scholar check
Keyword(s):
Metadata
Εμφάνιση πλήρους εγγραφήςΕπιτομή
Measures of divergence or discrepancy are used extensively in statistics in various fields. In this article, we are focusing on divergence measures that are based on a class of measures known as Csiszar's divergence measures. In particular, we propose a class of goodness-of-fit tests based on Csiszar's class of measures designed for censored survival or reliability data. Further, we derive the asymptotic distribution of the test statistic under simple and composite null hypotheses as well as under contiguous alternative hypotheses. Simulations are furnished and real data are analysed to show the performance of the proposed tests for different φ-divergence measures. © 2014 © 2014 Taylor & Francis.