PHI-DIVERGENCES AND NESTED MODELS

Authors
MENENDEZ M MORALES D PARDO L
Citation
M. Menendez et al., PHI-DIVERGENCES AND NESTED MODELS, Applied mathematics letters, 10(5), 1997, pp. 129-132
Citations number
3
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics letters → ACNP
ISSN journal
08939659
Volume
10
Issue
5
Year of publication
1997
Pages
129 - 132
Database
ISI
SICI code
0893-9659(1997)10:5<129:PANM>2.0.ZU;2-#
Abstract
We consider a wide class of statistics, namely phi-divergences. We obt ain asymptotic distributions of these statistics in nested models. Our result generalizes previous results in this field.