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Testing a hierarchical sequence of linear logistic models

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Abstract

The inference problem we consider is that of model choice from a sequence of nested linear logistic models. The approach we take is to test successively, from most general to most specific, the corresponding sequence of composite hypotheses. This approach is based on the very general class of divergence measures, the phi-divergence.

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2nd International Conference on Soft Methods in Probability and Statistics (SMPS 2004) SEP 02, 2004-SEP 04, 2007 Oviedo, SPAIN

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