| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 415918 | Computational Statistics & Data Analysis | 2011 | 9 Pages |
Abstract
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. Real examples are also presented and analyzed.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Sangyeol Lee, Ilia Vonta, Alex Karagrigoriou,