RT Journal Article
T1 New Family Of Estimators For The Loglinear Model Of Quasi-Independence Based On Power-Divergence Measures
A1 Felipe Ortega, Ángel
A1 Pardo Llorente, Leandro
AB We study the minimum power-divergence estimator, introduced and studied by N. Cressie and T. R. C. Read [Multinomial goodness-of-fit tests. J. R. Stat. Soc., Ser. B 46, 440–464 (1984), in the loglinear model of quasi-independence.A simulation study illustrates that minimum chi-squared estimator and Cressie-Read estimator are good alternatives to the classical maximum-likelihood estimator for thisproblem.The estimator obtained for  = 2 is the most robust and efficient estimator among the family of the minimum power estimators.
PB Taylor & Francis
SN 0094-9655
YR 2007
FD 2007-05
LK https://hdl.handle.net/20.500.14352/49892
UL https://hdl.handle.net/20.500.14352/49892
LA eng
NO loglinear model, quasi-independence, maximum likelihood, minimum powerdivergence estimator
DS Docta Complutense
RD 18 abr 2025