Lee, Sangyeol; Vonta, Ilia; Karagrigoriou, Alex - In: Computational Statistics & Data Analysis 55 (2011) 9, pp. 2635-2643
In this paper, we propose a test of fit based on maximum entropy. The asymptotic distribution of the proposed test statistic is established and a corrected form for small and medium sample sizes is furnished. The performance of the test is investigated through extensive Monte Carlo simulations....