Goodness-of-fit tests for sparse nominal data based on grouping
Articles
Marijus Radavičius
Vilnius University, Lithuania
Pavel Samusenko
Vilnius Gediminas Technical University, Lithuania
Published 2012-10-25
https://doi.org/10.15388/NA.17.4.14053
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Keywords

contingency table
empirical Bayes
consistency
goodness-of-fit
grouping
latent distribution
sparse asymptotics
structural distribution

How to Cite

Radavičius M. and Samusenko P. (2012) “Goodness-of-fit tests for sparse nominal data based on grouping”, Nonlinear Analysis: Modelling and Control, 17(4), pp. 489-501. doi: 10.15388/NA.17.4.14053.
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Vol 17 No 4 (2012)

Goodness-of-fit tests for sparse nominal data based on grouping

Abstract

. For (very) sparse nominal data, common goodness-of-fit tests usually fail. Alternative goodness-of-fit tests based on extended empirical Bayes approach and grouping are proposed and their consistency is proved. The performance of the tests is illustrated and compared with classical criteria by Monte Carlo simulations.

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