Large deviations of divergence measures on partitions

被引：31

作者：

Beirlant, J

Devroye, L

Györfi, L

Vajda, I

机构：

[1] Katholieke Univ Leuven, Dept Math, B-3000 Louvain, Belgium

[2] McGill Univ, Sch Comp Sci, Montreal, PQ H3A 2K6, Canada

[3] Tech Univ Budapest, Dept Comp Sci & Informat Theory, H-1521 Budapest, Hungary

[4] Acad Sci Czech Republic, Inst Informat Theory & Automat, CZ-18208 Prague, Czech Republic

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2001年 / 93卷 / 1-2期

关键词：

large deviations; partitions; goodness-of-fit; total variation; I-divergence; chi(2)-divergence; Bahadur exact slope;

D O I：

10.1016/S0378-3758(00)00202-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We discuss Chernoff-type large deviation results for the total variation, the I-divergence errors, and the chi (2)-divergence errors on partitions. In contrast to the total variation and the I-divergence, the chi (2)-divergence has an unconventional large deviation rate. Applications to Bahadur efficiencies of goodness-of-fit tests based on these divergence measures for multivariate observations are given. (C) 2001 Elsevier Science B.V. All rights reserved. MSG: 62G10.

引用

页码：1 / 16

页数：16

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