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

Analysis of ϕ-divergence for loglinear models with constraints under product-multinomial sampling The loglinear model under product-multinomial sampling with constraints is considered. The asymptotic expansion and normality of the restricted minimum ϕ-divergence estimator (RMϕDE) which is a generalization of the maximum likelihood estimator is presented. Then various statistics based on ϕ-divergence and RMϕDE 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

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

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References (22)

Publisher
Springer Journals
Copyright
Copyright © 2013 by Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-013-0203-9
Publisher site
See Article on Publisher Site

Abstract

The loglinear model under product-multinomial sampling with constraints is considered. The asymptotic expansion and normality of the restricted minimum ϕ-divergence estimator (RMϕDE) which is a generalization of the maximum likelihood estimator is presented. Then various statistics based on ϕ-divergence and RMϕDE 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.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Mar 20, 2013

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