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Minimum -divergence estimator and hierarchical testing in loglinear models under product-multinomial sampling

Authors :
Jin, Yinghua
Wu, Yaohua
Source :
Journal of Statistical Planning & Inference. Oct2009, Vol. 139 Issue 10, p3488-3500. 13p.
Publication Year :
2009

Abstract

Abstract: Using Implicit Function Theorem, we get the asymptotic expansion and normality of the minimum -divergence estimator which is seen to be a generalization of the maximum likelihood estimator for loglinear models under product-multinomial sampling. Then we use and -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 and assess the finite-sample performance among different . [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
03783758
Volume :
139
Issue :
10
Database :
Academic Search Index
Journal :
Journal of Statistical Planning & Inference
Publication Type :
Academic Journal
Accession number :
43175686
Full Text :
https://doi.org/10.1016/j.jspi.2009.04.020