On distributional properties and goodness-of-fit tests for generalized measures of divergence
Date
2010Source
Communications in Statistics - Theory and MethodsVolume
39Issue
3Pages
472-482Google Scholar check
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The aim of this work is the investigation of a generalized family of measures of divergence which includes the well-known Csiszár's, Cressie and Read's, and the Basu-Harris-Hjort-Jones (Basu et al., 1998) measures. A weakly consistent estimator of the generalized measure of divergence is proposed and its sampling properties and the corresponding asymptotic distribution are obtained. Finally, tests for multinomial populations are constructed and simulations are performed.