Počet záznamů: 1

Goodness-of-Fit Criteria Based on Observations Quantized by Hypothetical and Empirical Percentiles

  1. 1.
    0351256 - UTIA-B 2011 RIV US eng M - Část monografie knihy
    Vajda, Igor - van der Meulen, E.
    Goodness-of-Fit Criteria Based on Observations Quantized by Hypothetical and Empirical Percentiles.
    Handbook of Fitting Statistical Distributions with R. Boca Raton: CRC Press, 2010 - (Karian, Z.; Dudewicz, E.), s. 1-56. ISBN 978-1-58488-711-9
    Grant CEP: GA ČR GAP202/10/0618
    Výzkumný záměr: CEZ:AV0Z10750506
    Klíčová slova: Disparities * Power divergences * Empirical quantization * Asymptotic normality
    Kód oboru RIV: BD - Teorie informace
    http://library.utia.cas.cz/separaty/2010/SI/vajda-goodness-of-fit criteria based on observations quantized by hypothetical and empirical percentiles.pdf http://library.utia.cas.cz/separaty/2010/SI/vajda-goodness-of-fit criteria based on observations quantized by hypothetical and empirical percentiles.pdf

    Goodness-of-fit disparity statistics are defined as appropriately scaled phi-disparities or phi-divergences of quantized hypothetical and empirical distributions. It is shown that the classical Pearson-type statistics are obtained if we quantize by means of hypothetical percentiles, and that new spacings-based disparity statistics are obtained if we quantize by means of empirical percentiles.
    Trvalý link: http://hdl.handle.net/11104/0191047