Suchergebnisse

For a wide class of goodness‐of‐fit statistics based on φ‐divergences between hypothetical cell probabilities and observed relative frequencies, the asymptotic normality is established under the assumption n/mn→γ∈(0,∞), where n denotes sample size and mn the number of cells. Related problems of asymptotic distributions of φ‐divergence errors, and of φ‐divergence deviations of histogram estimators from their expected values, are considered too.