Work

Minimum phi divergence estimator and hierarchical testing in loglinear models

Year: 2000

Type: article

Abstract: In this paper we consider inference based on very general divergence measures, under assumptions of multinomial sampling and loglinear models. We define the minimum phi divergence estimator, which is seen to be a generalization of the maximum likelihood estimator. This estimator is then used in a phi divergence goodness-of-fit statistic, which is the basis of two new statistics for solving the problem of testing a nested sequence of loglinear models.

Source: LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas)

Authors: Noel Cressie, Leandro Pardo

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2142528593

FWCI: 1.876

Cites: 11

Cited by: 36

Related to: 20