Browsing by Subject "Divergence measure"

Now showing items 1-3 of 3

    • Article  

      A divergence test for autoregressive time series models 

      Lee, S.-J.; Karagrigoriou, Alex (2011)
      In this paper, we study the normality test for the innovations of unstable autoregressive models based on the divergence test. In order to investigate the asymptotic behavior of the tests, we use the link between the ...
    • Article  

      Generalized measures of divergence in survival analysis and reliability 

      Vonta, Filia; Karagrigoriou, Alex (2010)
      Measures of divergence or discrepancy are used either to measure mutual information concerning two variables or to construct model selection criteria. In this paper we focus on divergence measures that are based on a class ...
    • Article  

      A new family of divergence measures for tests of fit 

      Mattheou, K.; Karagrigoriou, Alex (2010)
      Summary: The aim of this work is to investigate a new family of divergence measures based on the recently introduced Basu, Harris, Hjort and Jones (BHHJ) measure of divergence (Biometrika 85, 549-559). The new family is ...