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Minimum phi-divergence estimator and hierarchical testing in loglinear models

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Cressie, Noel A. y Pardo Llorente, Leandro (2000) Minimum phi-divergence estimator and hierarchical testing in loglinear models. Statistica Sinica, 10 (3). pp. 867-884. ISSN 1017-0405

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URL Oficial: http://www3.stat.sinica.edu.tw/statistica/oldpdf/A10n310.pdf




Resumen

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.


Tipo de documento:Artículo
Palabras clave:asymptotic distributions; Framinghan heart study; multinomial distribution; nested hypotheses; power divergence; Renyi divergence; distributions
Materias:Ciencias > Matemáticas > Probabilidades
Código ID:18082
Depositado:31 Ene 2013 09:36
Última Modificación:25 Jun 2018 11:47

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