Universidad Complutense de Madrid
E-Prints Complutense

Minimum phi-divergence estimator and hierarchical testing in loglinear models



Downloads per month over past year

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

[thumbnail of PardoLeandro46.pdf]

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


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.

Item Type:Article
Uncontrolled Keywords:asymptotic distributions; Framinghan heart study; multinomial distribution; nested hypotheses; power divergence; Renyi divergence; distributions
Subjects:Sciences > Mathematics > Probabilities
ID Code:18082
Deposited On:31 Jan 2013 09:36
Last Modified:25 Jun 2018 11:47

Origin of downloads

Repository Staff Only: item control page