Statistical inference based on weighted divergence measures with simulations and applications

DOI10.1007/S00362-022-01286-ZzbMath1497.62110OpenAlexW4206556183MaRDI QIDQ2093129

Vlad Stefan Barbu, Alex Karagrigoriou, Thomas Gkelsinis

Publication date: 4 November 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-022-01286-z

zbMATH Keywords

divergencegoodness of fit testhomogeneity testinformation measuresdirected informationweighted divergence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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