Goodness-of-fit tests based on Kullback-Leibler discrimination information

IEEE Transactions on Information Theory

Volumn 48, Issue 5, 2002, Pages 1103-1117

  Song, Kai Sheng ^a  

^a FLORIDA STATE UNIVERSITY   (United States)

Author keywords

Distribution free; Goodness of fit; Kullback Leibler information; Local power; Log likelihood; mth order spacing; Nonparametric density quantile estimator; Omnibus tests; Order selection

Indexed keywords

COMPUTER SIMULATION; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; PROBABILITY DENSITY FUNCTION; REGRESSION ANALYSIS; SET THEORY; THEOREM PROVING;

EMPIRICAL DISTRIBUTION FUNCTION (EDF);

INFORMATION THEORY;

EID: 0036567132     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/18.995548     Document Type: Article

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