Asymptotic laws for disparity statistics in product multinomial models
| dc.contributor.author | Morales González, Domingo | |
| dc.contributor.author | Pardo Llorente, Leandro | |
| dc.contributor.author | Vadja, Igor | |
| dc.date.accessioned | 2023-06-20T09:45:34Z | |
| dc.date.available | 2023-06-20T09:45:34Z | |
| dc.date.issued | 2003-05 | |
| dc.description.abstract | The paper presents asymptotic distributions of phi-disparity goodness-of-fit statistics in product multinomial models, under hypotheses and alternatives assuming sparse and nonsparse cell frequencies. The phi-disparity statistics include the power divergences of Read and Cressie (Goodness-of-fit Statistics for Discrete Multivariate Data, Springer, New York, 1988), the phi-divergences of Ciszar (Studia Sci. Math. Flungar. 2 (1967) 299) and the robust goodness of fit statistics of Lindsay (Ann. Statist. 22 (1994) 1081). | |
| 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/17831 | |
| dc.identifier.doi | 10.1016/S0047-259X(02)00042-8 | |
| dc.identifier.issn | 0047-259X | |
| dc.identifier.officialurl | http://www.sciencedirect.com/science/article/pii/S0047259X02000428 | |
| dc.identifier.relatedurl | http://www.sciencedirect.com/ | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/50313 | |
| dc.issue.number | 2 | |
| dc.journal.title | Journal of multivariate analysis | |
| dc.language.iso | eng | |
| dc.page.final | 360 | |
| dc.page.initial | 335 | |
| dc.publisher | Academic Press | |
| dc.relation.projectID | A 1075101 | |
| dc.relation.projectID | BMF2000-0800 | |
| dc.rights.accessRights | restricted access | |
| dc.subject.cdu | 519.2 | |
| dc.subject.keyword | goodness-of-fit testing | |
| dc.subject.keyword | divergence statistics | |
| dc.subject.keyword | disparity statistics | |
| dc.subject.keyword | multinomial model | |
| dc.subject.keyword | product multinomial model | |
| dc.subject.keyword | sparse cell frequencies | |
| dc.subject.keyword | asymptotic distributions | |
| dc.subject.keyword | of-fit tests | |
| dc.subject.keyword | goodness | |
| dc.subject.keyword | efficiency. | |
| dc.subject.ucm | Estadística aplicada | |
| dc.subject.ucm | Estadística matemática (Matemáticas) | |
| dc.subject.unesco | 1209 Estadística | |
| dc.title | Asymptotic laws for disparity statistics in product multinomial models | |
| dc.type | journal article | |
| dc.volume.number | 85 | |
| dcterms.references | I.Csiszár, Information type measures of difference of probability distributions and indirect observations, Studia Sci.Math.Hungar.2 (1967) 299–318. J.R. Dale, Asymptotic normality of goodness-of-fit statistics for sparse product multinomials, J. Roy. Statist.Soc.Ser. B 48 (1986) 48–59. L.Holst, Asymptotic normality and efficiency for certain goodness-of-fit tests, Biometrika 59 (1972) 137–145. T.Inglot, T. Jurlewicz, T.Ledwina, Asymptotic for multinomial goodness-of-fit tests for simple hypothesis, Theory Probab.Appl. 35 (1990) 771–777. F.Liese, I.Vajda, Convex Statistical Distances, Teubner Verlag, Leipzig, 1987. B.G. Lindsay, Efficiency versus robustness: the case for minimum Hellinger distance and other methods, Ann.Statist. 22 (1994) 1081–1114. M.L. Menéndez, D.Morales, L. Pardo, I. Vajda, Divergence based estimation and testing of statistical models of classification, J.Multiv ariate Anal. 54 (1995) 329–354. M.L. Menéndez, D.Morales, L. Pardo, I.Vajda, Asymptotic distributions of f-divergences of hypothetical and observed frequencies on refined partitions, Statist.Neerlandic a 52 (1998) 71–89. M.L. Menéndez, D.Morales, L.Pardo, I.Vajda, Two approaches to grouping of data and related disparity statistics, Comm.Statist. –Theory Methods 27 (1998) 609–633. M.L. Menéndez, D.Morales, L. Pardo, I. Vajda, Approximations to powers of f-disparity goodnessof-fit tests, Comm.Statist. –Theory Methods 30 (2001) 105–134. C.Morris, Central limit theorems for multinomial sums, Ann.Statist. 3 (1975) 165–188. G.Osius, D.Rojek, Normal goodness-of fit tests for multinomial models with large degrees of freedom, J.Amer. Statist.Assoc. 87 (1992) 1145–1152. R.C. Read, N.A.C. Cressie, Goodness-of-fit Statistics for Discrete Multivariate Data, Springer, New York, 1988. I.Vajda, Theory of Statistical Inference and Information, Kluwer Academic Publishers, Boston, 1989. K.Zografos, K.Ferentinos, T.Papaioannou, C-divergence statistics: sampling properties, multinomial goodness-of-fit and divergence tests, Comm.Statist. –Theory Methods 19 (1990) 1785–1802. | |
| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | 4d5cedd9-975b-43fb-bc2e-f55dec36a2bf | |
| relation.isAuthorOfPublication | a6409cba-03ce-4c3b-af08-e673b7b2bf58 | |
| relation.isAuthorOfPublication.latestForDiscovery | 4d5cedd9-975b-43fb-bc2e-f55dec36a2bf |
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