Lim, Jonggun; Park, Sangun - In: Journal of Applied Statistics 34 (2007) 9, pp. 1051-1064
The Kulback-Leibler information has been considered for establishing goodness-of-fit test statistics, which have been shown to perform very well (Arizono & Ohta, 1989; Ebrahimi et al., 1992, etc). In this paper, we propose censored Kullback-Leibler information to generalize the discussion of the...