A. V. Sheryaev

Refining the Convergence Rate for $\phi$-Divergence Statistics in Multinomial Goodness-of-Fit Tests

We study asymptotic properties of statistics in goodness-of-fit tests under the simple null hypothesis of a multinomial distribution. It is also assumed that the statistics are based on $\phi$-divergences, the sample size $n$ tends to infinity, and the number of cells in the group $k$ is fixed. It is known that in this...