Titlebook: Goodness-of-Fit Statistics for Discrete Multivariate Data; Timothy R. C. Read,Noel A. C. Cressie Textbook 1988 Springer-Verlag New York In

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Textbook 1988ell known that this can give a poor approximation in many circumstances. This book provides the reader with a unified analysis of the traditional goodness-of-fit tests, describing their behavior and relative merits as well as introducing some new test statistics. The power-divergence family of stati

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Links with Other Test Statistics and Measures of Divergence,test statistic that is more efficient in these circumstances. The first two sections of this chapter are devoted to discussing test statistics that are designed for continuous data. In Section 7.3 we draw some comparisons between these statistics and the power-divergence statistic based on the group

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On Robustness of Tests of Linear Restrictions in Regression Models with Elliptical Error Distributions,ihood ratio (.). ore recently two other procedures, the Lagrangian Multiplier or Rao Score (.) test due to Rao (1947) and Silvey (1959), and the Wald (.) test (1943), have become popular with econometricians; see, for example, Breusch and Pagan (1980) and Evans and Savin (1982).

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