Publication: Minimum phi-divergence estimator and hierarchical testing in loglinear models
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Publication Date
2000-07
Authors
Cressie, Noel A.
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Statistica sinica
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Abstract
In this paper we consider inference based on very general divergence measures, under assumptions of multinomial sampling and loglinear models. We define the minimum phi-divergence estimator, which is seen to be a generalization of the maximum likelihood estimator. This estimator is then used in a phi-divergence goodness-of-fit statistic, which is the basis of two new statistics for solving the problem of testing a nested sequence of loglinear models.
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