Minimum power-divergence estimator in three-way contingency tables
| dc.contributor.author | Pardo Llorente, Leandro | |
| dc.contributor.author | Pardo Llorente, María del Carmen | |
| dc.date.accessioned | 2023-06-20T17:08:08Z | |
| dc.date.available | 2023-06-20T17:08:08Z | |
| dc.date.issued | 2003 | |
| dc.description.abstract | Cressie 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. | |
| dc.description.department | Depto. de Estadística e Investigación Operativa | |
| dc.description.faculty | Fac. de Ciencias Matemáticas | |
| dc.description.refereed | TRUE | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/17809 | |
| dc.identifier.doi | 10.1080/0094965031000097782 | |
| dc.identifier.issn | 0094-9655 | |
| dc.identifier.officialurl | http://www.tandfonline.com/doi/abs/10.1080/0094965031000097782 | |
| dc.identifier.relatedurl | http://www.tandfonline.com/ | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/57823 | |
| dc.issue.number | 11 | |
| dc.journal.title | Journal of Statistical Computation and Simulation | |
| dc.page.final | 831 | |
| dc.page.initial | 819 | |
| dc.publisher | Tailor and Francis | |
| dc.rights.accessRights | metadata only access | |
| dc.subject.cdu | 519.2 | |
| dc.subject.keyword | contingency tables | |
| dc.subject.keyword | loglinear models | |
| dc.subject.keyword | ordinary minimum power-divergence estimator | |
| dc.subject.keyword | penalized minimum power-divergence estimator | |
| dc.subject.keyword | phi-divergence measure | |
| dc.subject.keyword | distance | |
| dc.subject.keyword | models | |
| dc.subject.ucm | Estadística matemática (Matemáticas) | |
| dc.subject.unesco | 1209 Estadística | |
| dc.title | Minimum power-divergence estimator in three-way contingency tables | |
| dc.type | journal article | |
| dc.volume.number | 73 | |
| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | a6409cba-03ce-4c3b-af08-e673b7b2bf58 | |
| relation.isAuthorOfPublication.latestForDiscovery | a6409cba-03ce-4c3b-af08-e673b7b2bf58 |