Goodness-of-fit tests based on K-phi-divergence
In this paper a new family of statistics based on K-phi-divergence for testing goodness-of-fit under composite null hypotheses axe considered. The asymptotic distribution of this test is obtained when the unspecified parameters axe estimated by maximum likelihood as well as minimum K-phi-divergence.
goodness-of-fit k-phi-divergence minimum k-phi-divergence estimate