Person: Pardo Llorente, Leandro
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First Name
Leandro
Last Name
Pardo Llorente
Affiliation
Universidad Complutense de Madrid
Faculty / Institute
Ciencias Matemáticas
Department
Estadística e Investigación Operativa
Area
Estadística e Investigación Operativa
Identifiers
7 results
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Now showing 1 - 7 of 7
Item Minimum power-divergence estimator in three-way contingency tables(Journal of Statistical Computation and Simulation, 2003) Pardo Llorente, Leandro; Pardo Llorente, María del CarmenCressie et al. (2000; 2003) introduced and studied a new family of statistics, based on the phi-divergence measure, for solving the problem of testing a nested sequence of loglinear models. In that family of test statistics the parameters are estimated using the minimum phi-divergence estimator which is a generalization of the maximum likelihood estimator. In this paper we study the minimum power-divergence estimator (the most important family of minimum phi-divergence estimator) for a nested sequence of loglinear models in three-way contingency tables under assumptions of multinomial sampling. A simulation study illustrates that the minimum chi-squared estimator is simultaneously the most robust and efficient estimator among the family of the minimum power-divergence estimator.Item Tests of hypotheses for and against order restrictions on multinomial parameters based on phi-divergences(Utilitas mathematica, 2002) Menéndez Calleja, María Luisa; Pardo Llorente, Leandro; Zografos, KonstantinosMeasures of phi-divergences are widely used as statistical tools for making inferences about a collection p(1), p(2),...,p(M) of multinomial parameters (Morales et al. (1995), Zografos et al. (1990), etc). Many such collections appearing in practice exhibit a trend (Robertson (1978), Lee (1987), Robertson et al. (1988) and many others cited there). In this paper tests based on measures of phi-divergence arc considered for testing a. simple null hypothesis on a. collection of multinomial parameters against an order restricted alternative and for testing an order restriction against no restriction on the collection of multinomial parameters.Item Asymptotic distributions of weighted divergence between discrete distributions(Communications in statistics. Theory and methods, 1998) Franck, Ove; Menéndez Calleja, María Luisa; Pardo Llorente, LeandroA divergence measure between discrete probability distributions introduced by Csiszar (1967) generalizes the Kullback-Leibler information and several other information measures considered in the literature. We introduce a weighted divergence which generalizes the weighted Kullback-Leibler information considered by Taneja (1985). The weighted divergence between an empirical distribution and a fixed distribution and the weighted divergence between two independent empirical distributions are here investigated for large simple random samples, and the asymptotic distributions are shown to be either normal or equal to the distribution of a linear combination of independent chi(2)-variables.Item New influence measures in polytomous logistic regression models based on phi-divergence measures(Communications in Statistics - Theory and Methods, 2014) Martín Apaolaza, Níriam; Pardo Llorente, LeandroWe consider the asymptotic distribution of divergence-based influence measures which are an extension for polytomous logistic regression of an influence measure proposed in Johnson (1985), for binary logistic regression. A numerical example compares the classical Cook's distance with the divergence based influence measures.Item Renyi statistics in directed families of exponential experiments(Statistics, 2000) Morales González, Domingo; Pardo Llorente, Leandro; Vadja, IgorRenyi statistics are considered in a directed family of general exponential models. These statistics are defined as Renyi distances between estimated and hypothetical model. An asymptotically quadratic approximation to the Renyi Statistics is established, leading to similar asymptotic distribution results as established in the literature For the likelihood ratio statistics. Some arguments in favour of the Renyi statistics are discussed, and a numerical comparison of the Renyi goodness-of-fit tests with the Likelihood ratio test is presented.Item Approximations to powers of phi-disparity goodness-of-fit tests(Communications in statistics. Theory and methods, 2001) Menéndez Calleja, María Luisa; Morales González, Domingo; Pardo Llorente, Leandro; Vadja, IgorThe paper studies a class of tests based on disparities between the real-valued data and theoretical models resulting either from fixed partitions of the observation space, or from the partitions by the sample quantiles of fixed orders. In both cases there are considered the goodness-of-fit tests of simple and composite hypotheses. All tests are shown to be consistent, and their power is evaluated at the nonlocal as well as local alternatives.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.