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A NEW FAMILY OF DIVERGENCE MEASURES FOR TESTS OF FIT
Author(s) -
Mattheou K.,
Karagrigoriou A.
Publication year - 2010
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/j.1467-842x.2010.00574.x
Subject(s) - mathematics , divergence (linguistics) , statistics , statistical hypothesis testing , econometrics , measure (data warehouse) , test (biology) , data mining , computer science , paleontology , philosophy , linguistics , biology
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.