Publication: On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data
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Publication Date
2008
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Elsevier Science Bv
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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.
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