Universidad Complutense de Madrid
E-Prints Complutense

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

Downloads

Downloads per month over past year

17536

Impacto

Downloads

Downloads per month over past year

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

[thumbnail of PardoLeandro14.pdf] PDF
Restringido a Repository staff only

252kB

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




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

Origin of downloads

Repository Staff Only: item control page