On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data

被引：2

作者：

Pardo, L. ^{[2
]}

Menendez, M. L. ^{[1
]}

机构：

[1] Tech Univ Madrid, Dept Appl Math, ETSAM, Madrid 28040, Spain

[2] Univ Complutense Madrid, Dept Stat OR I, E-28040 Madrid, Spain

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2008年 / 138卷 / 07期

关键词：

independence model; preliminary test estimator; minimum phi-divergence estimator; James-Stein estimator; shrincage estimator;

D O I：

10.1016/j.jspi.2007.09.011

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For the model of independence in a two way contingency table, shrinkage estimators based on minimum phi-divergence estimators and phi-divergence statistics are considered. These estimators are based on the James-Stein-type rule and incorporate the idea of preliminary test estimator. The asymptotic bias and risk are obtained under contiguous alternative hypotheses, and on the basis of them a comparison study is carried out. (C) 2007 Elsevier B.V. All rights reserved.

引用

页码：2163 / 2179

页数：17

共 17 条

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