On tests of homogeneity based on minimum phi-divergence estimator with constraints

dc.contributor.authorMenéndez Calleja, María Luisa
dc.contributor.authorPardo Llorente, Julio Ángel
dc.contributor.authorPardo Llorente, Leandro
dc.contributor.authorZografos, Konstantinos
dc.date.accessioned2023-06-20T09:43:25Z
dc.date.available2023-06-20T09:43:25Z
dc.date.issued2003-06-28
dc.description.abstractA family of tests of homogeneity of independent multinomial populations is introduced in terms of the phi(1)-divergence when the parameters are estimated using the minimum phi(2)-divergence estimator instead of the maximum likelihood estimator. A simulation study is presented to choose the best function phi(2) for estimation and the best function phi(1) for testing. A new test statistic is obtained, more powerful in some cases, than the existing tests for testing homogeneity in multinomial populations.
dc.description.departmentDepto. de Estadística e Investigación Operativa
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.refereedTRUE
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/17527
dc.identifier.doi10.1016/S0167-9473(02)00207-4
dc.identifier.issn0167-9473
dc.identifier.officialurlhttp://www.sciencedirect.com/science/article/pii/S0167947302002074
dc.identifier.relatedurlhttp://www.sciencedirect.com
dc.identifier.urihttps://hdl.handle.net/20.500.14352/50249
dc.issue.number2
dc.journal.titleComputational Statistics and Data Analysis
dc.language.isoeng
dc.page.final234
dc.page.initial215
dc.publisherElsevier Science
dc.relation.projectIDDGI BFM2000-0800.
dc.rights.accessRightsrestricted access
dc.subject.cdu519.237
dc.subject.keywordMinimum phi-divergence estimator
dc.subject.keywordHomogeneity
dc.subject.keywordMultinomial populations
dc.subject.keywordphi-divergence statistic
dc.subject.ucmEstadística matemática (Matemáticas)
dc.subject.unesco1209 Estadística
dc.titleOn tests of homogeneity based on minimum phi-divergence estimator with constraints
dc.typejournal article
dc.volume.number43
dcterms.referencesAitchison, J., 1962. Large-sample restricted parametric tests. J. Roy. Statist. Soc. Ser. B 24, 234–250. Aitchison, J., Silvey, S.D., 1958. Maximum-likelihood estimation of parameters subject to restraints. Ann. Math. Statist. 29, 813–828. Aitchison, J., Silvey, S.D., 1960. Maximum-likelihood estimation procedures and associated tests of signifcance. J. Roy. Statist. Soc. Ser. B 22, 154–171. Ali, S.M., Silvey, S.D., 1966. A general class of coefcients of divergence of one distribution from another. J. Roy. Statist. Soc. Ser. B 26, 131–142. Cressie, N., Read, T.R.C., 1984. Multinomial goodness-of-fit tests. J. Roy. Statist. Soc. Ser. B 46, 440–464. Csiszar, I., 1967. Information type measures of difference of probability distributions and indirect observations. Studia Sci. Mathem. Hungar. 2, 105–113.
dspace.entity.typePublication
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relation.isAuthorOfPublication.latestForDiscovery5e051d08-2974-4236-9c25-5e14369a7b61

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