Alex Karagrigoriou Seminar

AUEB STATISTICS SEMINAR SERIES NOVEMBER 2019

Alex Karagrigoriou, Laboratory of Statistics and Data Analysis, University of the Aegean

Recent Advances on Divergence-Based Inference

ROOM Τ103, 2 TROIAS STR, New AUEB Building

ABSTRACT

In this presentation we discuss various measures of divergence including a general double-index class of power divergence measures and explore some of its properties.

Goodness of fit tests are proposed for multinomial distributions. The asymptotic properties of the proposed tests together with the associated size are explored through a simulation study, for various settings.