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This article is cited in 20 scientific papers (total in 20 papers)
Asymptotic minimaxity of chi-square tests
M. S. Ermakov Institute of Problems of Mechanical Engineering, Russian Academy of Sciences
Abstract:
We consider the asymptotic behavior of chi-square tests when a number $k_n$ of cells increases as the sample size $n$ grows. For such a setting we show that a sequence of chi-square tests is asymptotically minimax if $k_n = o(n^2)$ as $n \to \infty$. The proof makes use of a theorem about asymptotic normality of chi-square test statistics obtained under new assumptions.
Keywords:
chi-square tests, asymptotic efficiency, asymptotic normality, asymptotically minimax approach, goodness-of-fit testing.
Received: 11.11.1996
Citation:
M. S. Ermakov, “Asymptotic minimaxity of chi-square tests”, Teor. Veroyatnost. i Primenen., 42:4 (1997), 668–695; Theory Probab. Appl., 42:4 (1998), 589–610
Linking options:
https://www.mathnet.ru/eng/tvp2179https://doi.org/10.4213/tvp2179 https://www.mathnet.ru/eng/tvp/v42/i4/p668
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