Article ID Journal Published Year Pages File Type
1148254 Journal of Statistical Planning and Inference 2009 13 Pages PDF
Abstract
Using Implicit Function Theorem, we get the asymptotic expansion and normality of the minimum φ-divergence estimator (MφE) which is seen to be a generalization of the maximum likelihood estimator for loglinear models under product-multinomial sampling. Then we use MφEs and φ-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 MφEs and assess the finite-sample performance among different MφEs.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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