Using sample quantiles, a point estimation procedure based on the maximum entropy principle is proposed. Under standard regularity conditions it is shown that these estimators are efficient and asymptotically normal. A goodness-of-fit test statistic is also given and its asymptotic chi-square...

The paper presents asymptotic distributions of [phi]-disparity goodness-of-fit statistics in product multinomial models, under hypotheses and alternatives assuming sparse and nonsparse cell frequencies. The [phi]-disparity statistics include the power divergences of Read and Cressie...

The problems of estimating parameters of statistical models for categorical data, and testing hypotheses about these models are studied. Asymptotic properties of estimators minimizing [phi]-divergence between theoretical and empirical vectors of means are established. Asymptotic distributions of...

The paper deals with simple and composite hypotheses in statistical models with i.i.d. observations and with arbitrary families dominated by[sigma]-finite measures and parametrized by vector-valued variables. It introduces[phi]-divergence testing statistics as alternatives to the classical ones:...