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Title: An exploratory canonical analysis approach for multinomial populations based on the $\phi$-divergence measure (English)
Author: Pardo, J. A.
Author: Pardo, L.
Author: Pardo, M. C.
Author: Zografos, K.
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 40
Issue: 6
Year: 2004
Pages: [757]-776
Summary lang: English
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Category: math
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Summary: In this paper we consider an exploratory canonical analysis approach for multinomial population based on the $\phi $-divergence measure. We define the restricted minimum $\phi $-divergence estimator, which is seen to be a generalization of the restricted maximum likelihood estimator. This estimator is then used in $\phi $-divergence goodness-of-fit statistics which is the basis of two new families of statistics for solving the problem of selecting the number of significant correlations as well as the appropriateness of the model. (English)
Keyword: canonical analysis
Keyword: restricted minimum $\phi $-divergence estimator
Keyword: minimum $\phi $-divergence statistic
Keyword: simulation
Keyword: power divergence
MSC: 62B10
MSC: 62F10
MSC: 62F30
MSC: 62H17
MSC: 62H20
idZBL: Zbl 1245.62003
idMR: MR2120396
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Date available: 2009-09-24T20:06:06Z
Last updated: 2015-03-23
Stable URL: http://hdl.handle.net/10338.dmlcz/135632
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