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Bibliografie

Journal Article

Large deviations of divergence measures on partitions

Beirlant J., Devroye L., Györfi L., Vajda Igor

: 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