Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148254 | Journal of Statistical Planning and Inference | 2009 | 13 Pages |
Abstract
Using Implicit Function Theorem, we get the asymptotic expansion and normality of the minimum Ï-divergence estimator (MÏE) which is seen to be a generalization of the maximum likelihood estimator for loglinear models under product-multinomial sampling. Then we use MÏEs and Ï-divergence measures to construct statistics in order to solve some classical problems including testing nested hypotheses. In last section we apply this method to a real data and do some simulation study to show the validness of MÏEs and assess the finite-sample performance among different MÏEs.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yinghua Jin, Yaohua Wu,