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On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data

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Pardo Llorente, Leandro and Menéndez Calleja, María Luisa (2008) On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data. Journal of Statistical Planning and Inference, 138 (7). pp. 2163-2179. ISSN 0378-3758

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Official URL: http://www.sciencedirect.com/science/article/pii/S0378375807003692


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Abstract

For the model of independence in a two way contingency table, shrinkage estimators based on minimum phi-divergence estimators and phi-divergence statistics are considered. These estimators are based on the James-Stein-type rule and incorporate the idea of preliminary test estimator. The asymptotic bias and risk are obtained under contiguous alternative hypotheses, and on the basis of them a comparison study is carried out.


Item Type:Article
Uncontrolled Keywords:independence model; preliminary test estimator; minimum phi-divergence estimator; James-Stein estimator; shrincage estimator; conditional sècification.
Subjects:Sciences > Mathematics > Applied statistics
ID Code:17536
Deposited On:21 Dec 2012 11:24
Last Modified:12 Dec 2018 18:06

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