Minimum chi-square, not maximum likelihood!
From MaRDI portal
Publication:1150960
DOI10.1214/AOS/1176345003zbMath0456.62023OpenAlexW2034630875MaRDI QIDQ1150960
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345003
Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Asymptotic properties of parametric tests (62F05)
Related Items (53)
Marginal likelihood and Bayesian approaches to the analysis of heterogeneous residual variances in mixed linear Gaussian models ⋮ Statistical decisions under nonparametric a priori information ⋮ On a fundamental optimality of the maximum likelihood estimator ⋮ On minimizing chi-square distances under the hypothesis of homogeneity or independence for a two-way contingency table ⋮ On the existence of minimum contrast estimates in binary response model ⋮ Statistical inference in constrained latent class models for multinomial data based on \(\phi\)-divergence measures ⋮ Estimation in the polytomous logistic regression model ⋮ Data Dependent Cells Chi‐Square Test With Recurrent Events ⋮ Statistical Distances and Their Role in Robustness ⋮ Estimation of some partially specified nonlinear models ⋮ Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value ⋮ Minimum chi-square estimator and test for incomplete multidimensional contingency tables ⋮ A survey of literature on quantal response curves with a view toward application to the problem of selecting the curve with the smallest q-quantile (ediooq) ⋮ Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation ⋮ A family of the information criteria using the phi-divergence for categorical data ⋮ Asymptotic results for a conditional Poisson loglinear model ⋮ Estimations in homoscedastic linear regression models with censored data: An empirical process approach ⋮ A chi-square goodness-of-fit test for continuous distributions against a known alternative ⋮ Some Results on the Estimation of a Higher Order Markov Chain ⋮ Choice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count models ⋮ Ordinary and penalized minimum power-divergence estimators in two-way contingency tables ⋮ Probability distributions conditioned by the available information: Gamma distribution and moments ⋮ Maximum augmented empirical likelihood estimation of categorical marginal models for large sparse contingency tables ⋮ Minimum \(\phi\)-divergence estimation in constrained latent class models for binary data ⋮ Nonparametric regression with filtered data ⋮ The least weighted deviation ⋮ Modeling Dependent Outages of Electric Power Plants ⋮ Decision trees unearth return sign predictability in the S&P 500 ⋮ Estimation procedures for grouped data – a comparative study ⋮ Estimation of the Generalized Lambda Distribution Parameters for Grouped Data ⋮ PM algorithms for calculating minimum \(\chi ^{2}\) estimators with partially observed sub-tables ⋮ A monte carlo study on minimizing chi-square distances under the hypothesis of homogeneity or independence for a two-way cotingeney table ⋮ Minimum phi-divergence estimators for loglinear models with linear constraints and multinomial sampling ⋮ Heterogeneity in dynamic discrete choice models ⋮ On the maximum-likelihood estimator for the location parameter of a cauchy distribution ⋮ On multinomial parametric estimation ⋮ Minimum \(f\)-divergence estimators and quasi-likelihood functions ⋮ The interpretation of maximum-likelihood estimation ⋮ New family of estimators for the loglinear model of quasi-independence based on power-divergence measures ⋮ A new class of minimum power divergence estimators with applications to cancer surveillance ⋮ A note on weighted least square distribution fitting and full standardization of the empirical distribution function ⋮ Fisher in 1921 ⋮ Dose Finding Using the Biased Coin Up-and-Down Design and Isotonic Regression ⋮ Maximum likelihood estimation for constrained parameters of multinomial distributions -- appli\-cation to Zipf-Mandelbrot models ⋮ Parameter estimation in topological analysis of binary tree structures ⋮ Minimum power-divergence estimator in three-way contingency tables ⋮ Likelihood ⋮ A COMPARISON OF MULTINOMIAL LIKELIHOOD AND CHI-SQUARE APPROACHES TO STATISTICAL POPULATION RECONSTRUCTION ⋮ Some contributions to efficient statistics in structural models: Specification and estimation of moment structures ⋮ A note on estimation of percentiles and reliability in the extreme-value distribution ⋮ The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. ⋮ Entanglement quantification enhanced by dark count correction ⋮ Is the minimum chi-square estimator the winner in logit regression
This page was built for publication: Minimum chi-square, not maximum likelihood!
