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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
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Official URL: http://www3.stat.sinica.edu.tw/statistica/oldpdf/A10n310.pdf
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.
Item Type: | Article |
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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 |
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