Person: Morales González, Domingo
Loading...
First Name
Domingo
Last Name
Morales González
Affiliation
Universidad Complutense de Madrid
Faculty / Institute
Ciencias Matemáticas
Department
Area
Estadística e Investigación Operativa
Identifiers
4 results
Search Results
Now showing 1 - 4 of 4
Item Asymptotic distributions of phi-divergences of hypothetical and observed frequencies on refined partitions(Statistica Neerlandica, 1988) Menéndez Calleja, María Luisa; Morales González, Domingo; Pardo Llorente, Leandro; Vadja, IgorFor a wide class of goodness-of-fit statistics based on phi-divergences between hypothetical cell probabilities and observed relative frequencies, the asymptotic normality is established under the assumption n/m(n) --> gamma is an element of (0, infinity), where n denotes sample size and m(n) the number of cells. Related problems of asymptotic distributions of phi-divergence errors, and of phi-divergence deviations of histogram estimators from their expected values, are considered too.Item Statistical inference for finite Markov chains based on divergences(Statistics and probability letters, 1999) Menéndez Calleja, María Luisa; Morales González, Domingo; Pardo Llorente, Leandro; Zografos, KonstantinosWe consider statistical data forming sequences of states of stationary finite irreducible Markov chains, and draw statistical inference about the transition matrix. The inference consists in estimation of parameters of transition probabilities and testing simple and composite hypotheses about them. The inference is based on statistics which are suitable weighted sums of normed phi-divergences of theoretical row distributions, evaluated at suitable points, and observed empirical row distributions. The asymptotic distribution of minimum phi-divergence estimators is obtained, as well as critical values of asymptotically alpha-level tests.Item φ-divergences and nested models.(Applied Mathematics Letters, 1997) Menéndez Calleja, María Luisa; Morales González, Domingo; Pardo Llorente, LeandroWe consider a wide class of statistics, namely phi-divergences. We obtain asymptotic distributions of these statistics in nested models. Our result generalizes previous results in this field.Item Two approaches to grouping of data and related disparity statistics(Communications in statistics. Theory and methods, 1988) Menéndez Calleja, María Luisa; Morales González, Domingo; Pardo Llorente, Leandro; Vadja, IgorCsiszar's phi-divergences of discrete distributions are extended to a more general class of disparity measures by restricting the convexity of functions phi(t), t > 0, to the local convexity at t = 1 and monotonicity on intervals (0, 1) and (1, infinity). Goodness-of-fit estimation and testing procedures based on the phi-disparity statistics are introduced. Robustness of the estimation procedure is discussed and the asymptotic distributions for the testing procedure are established in statistical models with data grouped according to their values or orders.