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Title: Choosing the best $\phi$-divergence goodness-of-fit statistic in multinomial sampling with linear constraints (English)
Author: Martin, Nirian
Author: Pardo, Leandro
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 42
Issue: 6
Year: 2006
Pages: 711-722
Summary lang: English
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Category: math
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Summary: In this paper we present a simulation study to analyze the behavior of the $\phi $-divergence test statistics in the problem of goodness-of-fit for loglinear models with linear constraints and multinomial sampling. We pay special attention to the Rényi’s and $I_{r}$-divergence measures. (English)
Keyword: multinomial sampling
Keyword: restricted maximum likelihood estimator
Keyword: goodness-of-fit
Keyword: $I_r$-divergence measure
Keyword: Rényi’s divergence measure
MSC: 62B10
MSC: 62F03
MSC: 62F30
MSC: 62G10
MSC: 62H15
MSC: 62H17
MSC: 65C60
idZBL: Zbl 1245.62011
idMR: MR2296510
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Date available: 2009-09-24T20:20:20Z
Last updated: 2015-03-29
Stable URL: http://hdl.handle.net/10338.dmlcz/135746
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