A new family of divergence measures for tests of fit
Date
2010ISSN
1369-1473Source
Australian and New Zealand Journal of StatisticsVolume
52Issue
2Pages
187-200Google Scholar check
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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 investigated in connection with hypothesis testing problems, and new test statistics are proposed. Simulations are performed to check the appropriateness of the proposed test statistics. © 2010 Australian Statistical Publishing Association Inc.