Title of article :
Minimum -divergence estimator and hierarchical testing in loglinear models under product-multinomial sampling
Author/Authors :
Jin، نويسنده , , Yinghua and Wu، نويسنده , , Yaohua، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
Using Implicit Function Theorem, we get the asymptotic expansion and normality of the minimum φ -divergence estimator ( M φ E ) which is seen to be a generalization of the maximum likelihood estimator for loglinear models under product-multinomial sampling. Then we use M φ Es and φ -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 M φ Es and assess the finite-sample performance among different M φ Es .
Keywords :
Minimum ? -divergence estimator , asymptotic expansion , Asymptotic normality , Nested hypotheses , loglinear model , ? -divergence measure
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference