Analysis of φ-divergence for loglinear models with constraints under product-multinomial sampling

被引：0
|
作者：
Jin, Ying-hua [1 ,2 ]
Wu, Yao-hua [1 ]
机构：
[1] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China
[2] Guangdong Univ Technol, Fac Appl Math, Guangzhou 510090, Guangdong, Peoples R China
来源：
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES | 2013年 / 29卷 / 01期
基金：
中国国家自然科学基金;
关键词：
loglinear model; product-multinomial sampling; Restricted minimum phi-divergence estimator (RM phi DE); phi-divergence test statistics; LINEAR CONSTRAINTS; ESTIMATORS; TESTS;
D O I：
10.1007/s10255-013-0203-9
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The loglinear model under product-multinomial sampling with constraints is considered. The asymptotic expansion and normality of the restricted minimum phi-divergence estimator (RMI phi DE) which is a generalization of the maximum likelihood estimator is presented. Then various statistics based on phi-divergence and RMI phi DE are used to test various hypothesis test problems under the model considered. These statistics contain the classical loglikelihood ratio test statistics and Pearson chi-squared test statistics. In the last section, a simulation study is implemented.
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页码：93 / 104
页数：12
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