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Autor Vadja, Igor |
Documentos disponibles escritos por este autor (11)
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Menéndez Calleja, María Luisa ; Morales González, Domingo ; Pardo Llorente, Leandro ; Vadja, Igor | Marcel Dekker Inc. | 2001The paper studies a class of tests based on disparities between the real-valued data and theoretical models resulting either from fixed partitions of the observation space, or from the partitions by the sample quantiles of fixed orders. In both [...]texto impreso
Menéndez Calleja, María Luisa ; Morales González, Domingo ; Pardo Llorente, Leandro ; Vadja, Igor | Blackwell | 1988-03For a wide class of goodness-of-fit statistics based on phi-divergences between hypothetical cell probabilities and observed relative frequencies, the asymptotic normality is established under the assumption n/m(n) --> gamma is an element of (0[...]texto impreso
The paper presents asymptotic distributions of phi-disparity goodness-of-fit statistics in product multinomial models, under hypotheses and alternatives assuming sparse and nonsparse cell frequencies. The phi-disparity statistics include the pow[...]texto impreso
Morales González, Domingo ; Pardo Llorente, Leandro ; Pardo Llorente, María del Carmen ; Vadja, Igor | Springer Heidelberg | 2000-12A generalization of the Wald statistic for testing composite hypotheses is suggested for dependent data from exponential models which include Levy processes and diffusion fields. The generalized statistic is proved to be asymptotically chi-squar[...]texto impreso
Morales González, Domingo ; Pardo Llorente, Leandro ; Pardo Llorente, María del Carmen ; Vadja, Igor | Tailor and Francis | 2003-06Disparities of spacings mean the phi-disparities D-phi((q) over bar (n), p(n)) of discrete hypothetical and empirical distributions g and p(n) defined by m-spacings on i.i.d. samples of size n where phi: (0, infinity) \--> HR is twice continuou[...]texto impreso
Menéndez Calleja, María Luisa ; Morales González, Domingo ; Pardo Llorente, Leandro ; Vadja, Igor | Springer | 2001-06The paper considers statistical models with real-valued observations i.i.d. by F(x, theta (0)) from a family of distribution functions (F(x, theta); theta is an element of Theta), Theta subset of R-s, s greater than or equal to 1. For random qua[...]texto impreso
We consider minimum phi-divergence estimators (theta) over cap (phi)(n) of parameters theta of arbitrary dominated models mu(theta)texto impreso
Morales González, Domingo ; Pardo Llorente, Leandro ; Pardo Llorente, María del Carmen ; Vadja, Igor | Taylor & Francis | 2004-04We introduce a family of Renyi statistics of orders r is an element of R for testing composite hypotheses in general exponential models, as alternatives to the previously considered generalized likelihood ratio (GLR) statistic and generalized Wa[...]texto impreso
Renyi statistics are considered in a directed family of general exponential models. These statistics are defined as Renyi distances between estimated and hypothetical model. An asymptotically quadratic approximation to the Renyi Statistics is es[...]texto impreso
The paper deals with simple and composite hypotheses in statistical models with i.i.d. observations and with arbitrary families dominated by a finite measures and parametrized by vector-valued variables. It introduces phi-divergence testing stat[...]texto impreso
Menéndez Calleja, María Luisa ; Morales González, Domingo ; Pardo Llorente, Leandro ; Vadja, Igor | Marcel Dekker Inc. | 1988Csiszar's phi-divergences of discrete distributions are extended to a more general class of disparity measures by restricting the convexity of functions phi(t), t > 0, to the local convexity at t = 1 and monotonicity on intervals (0, 1) and (1,[...]