Asymptotic behaviour and statistical applications of weighted (h, φ) – divergences

Abstract

Weighted (h,φ) – divergence statistics are obtained by either replacing both distributions involved in the argument by their nonparametric estimators or replacing one distribution and considering the other as given. Asymptotic properties of weighted (h,φ) – divergence statistics are obtained and some tests constructed on the basis of these results are presented.

Citation

Landaburu, E. and Pardo, L. (2004), "Asymptotic behaviour and statistical applications of weighted (h, φ) – divergences", Kybernetes, Vol. 33 No. 9/10, pp. 1518-1534. https://doi.org/10.1108/03684920410556106