Bibliografie
Journal Article
Large deviations of divergence measures on partitions
, , ,
: Journal of Statistical Planning and Inference vol.93, p. 1-16
: AV0Z1075907
: GA102/99/1137, GA ČR, 579, Copernicus
: large deviations, partitions, goodness-of-fit
(eng): We discuss Chernoff-type large deviation results for the total variation, the I-divergence errors, and the chi-square-divergence errors on partitions. In contrast to the total variation and the I-divergence, the chi-square-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.
: 12B
: BB