Minimum phi-divergence estimator and phi-divergence statistics in generalized linear models with binary data
| dc.contributor.author | Pardo Llorente, Julio Ángel | |
| dc.contributor.author | Pardo Llorente, María del Carmen | |
| dc.date.accessioned | 2023-06-20T09:42:22Z | |
| dc.date.available | 2023-06-20T09:42:22Z | |
| dc.date.issued | 2008-09 | |
| dc.description.abstract | In this paper, we assume that the data are distributed according to a binomial distribution whose probabilities follow a generalized linear model. To fit the data the minimum phi-divergence estimator is studied as a generalization of the maximum likelihood estimator. We use the minimum phi-divergence estimator, which is the basis of some new statistics, for solving the problems of testing in a generalized linear model with binary data. A wide simulation study is carried out for studying the behavior of the new family of estimators as well as of the new family of test statistics. | |
| 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/17324 | |
| dc.identifier.doi | 10.1007/s11009-007-9054-2 | |
| dc.identifier.issn | 1387-5841 | |
| dc.identifier.officialurl | http://www.springerlink.com/content/l879687n443x6592/fulltext.pdf | |
| dc.identifier.relatedurl | http://www.springerlink.com | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/50218 | |
| dc.issue.number | 3 | |
| dc.journal.title | Methodology and computing in applied probability | |
| dc.language.iso | eng | |
| dc.page.final | 379 | |
| dc.page.initial | 357 | |
| dc.publisher | Springer | |
| dc.relation.projectID | MTM2006-06872 | |
| dc.relation.projectID | UCM2006-910707 | |
| dc.rights.accessRights | restricted access | |
| dc.subject.cdu | 519.22 | |
| dc.subject.keyword | generalized linear model | |
| dc.subject.keyword | chi-squared distribution | |
| dc.subject.keyword | binomial distribution | |
| dc.subject.keyword | phi-divergence measure | |
| dc.subject.keyword | nested sequence | |
| dc.subject.ucm | Estadística matemática (Matemáticas) | |
| dc.subject.unesco | 1209 Estadística | |
| dc.title | Minimum phi-divergence estimator and phi-divergence statistics in generalized linear models with binary data | |
| dc.type | journal article | |
| dc.volume.number | 10 | |
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| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | 5e051d08-2974-4236-9c25-5e14369a7b61 | |
| relation.isAuthorOfPublication.latestForDiscovery | 5e051d08-2974-4236-9c25-5e14369a7b61 |
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