scientific article; zbMATH DE number 3911472
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Publication:3687500
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Cited in
(only showing first 100 items - show all)- A new family of BAN estimators for polytomous logistic regression models based on \(\varphi\)-diver\-gence measures
- On Rényi information for ergodic diffusion processes
- On tests of independence based on minimum \(\varphi \)-divergence estimator with constraints: An application to modeling DNA
- Minimum disparity computation via the iteratively reweighted least integrated squares algorithms
- Robust estimation for circular data
- Detecting change-points in Markov chains
- Multivariate limited translation hierarchical Bayes estimators
- An extension of likelihood-ratio-test for testing linear hypotheses in the baseline-category logit model
- Increasing the power: a practical approach to goodness-of-fit test for logistic regression models with continuous predictors
- A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models
- On some improvements of the Jensen inequality with some applications
- On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix
- Stigler's approach to recovering the distribution of first significant digits in natural data sets
- Efficiencies of chi-square and likelihood ratio goodness-of-fit tests
- The log-likelihood ratio for sparse multinomial mixtures
- Measures of lack of fit from tests of chi-squared type
- Testing the goodness of fit of the multinomial distribution based on graphical representation
- Uniformly powerful goodness of fit tests
- Estimation and testing in large binary contingency tables
- A comparison of a new family of goodness-of-fit statistics
- On the power-divergence statistic in sparse multinomial models requiring parameter estimation
- A reformulation of Pearson's Chi-square statistic and some extensions
- Hodges-Lehmann optimality of tests
- Minimum \(f\)-divergence estimators and quasi-likelihood functions
- Improving the accuracy of goodness-of-fit tests based on Rao's divergence with small sample size.
- Automatic aggregation of categories in multivariate contingency tables using information theory.
- Small-sample comparisons for the Rukhin goodness-of-fit-statistics
- On Burbea-Rao divergence based goodness-of-fit tests for multinomial models
- Renyi's entropy as an index of diversity in simple-stage cluster sampling
- Informational distances and related statistics in mixed continuous and categorical variables
- A note on Bartlett-type correction for the first few moments of test statistics
- Statistical inference for finite Markov chains based on divergences
- Freeman-Tukey chi-squared goodness-of-fit statistics
- On disparity based goodness-of-fit tests for multinomial models
- On testing independence in multidimensional contingency tables with stratified random sampling
- Minimum disparity estimation in the errors-in-variables model
- On the existence of minimum contrast estimates in binary response model
- A Simple Algorithm for Exact Multinomial Tests
- Multinomial estimation procedures for two stochastically ordered distributions
- Analysis of discrete data: Rerandomization methods and complexity
- Minimum negative exponential disparity estimation in parametric models
- Parameter estimation and hypothesis testing in stationary vector time series
- A review and a synthesis of the fast Fourier transform algorithms for exact analysis of discrete data
- Minimum (h,)-divergences estimators with weights
- Dual representation of \(\phi\)-divergences and applications.
- Higher criticism for discriminating word-frequency tables and authorship attribution
- Some generalizations of the Anderson--Darling statistic.
- Some new statistics for testing point null hypotheses with prior information
- New smooth test statistics of goodness-of-fit for categorized composite null hypotheses
- Improving predictive inference under covariate shift by weighting the log-likelihood function
- Model checking in loglinear models using -divergences and MLEs
- Minimum \(\phi\)-divergence estimators with constraints in multinomial populations
- The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators.
- Asymptotic normality for the \(K_{\phi}\)-divergence goodness-of-fit tests
- The logarithmic super divergence and asymptotic inference properties
- Measuring temporal trends in biodiversity
- Family of power divergence spatial scan statistics
- Statistical inference in constrained latent class models for multinomial data based on \(\phi\)-divergence measures
- Reconstruction methods for networks: the case of economic and financial systems
- A mixture model-based nonparametric approach to estimating a count distribution
- Locally robust methods and near-parametric asymptotics
- A family of the information criteria using the phi-divergence for categorical data
- Goodness-of-fit testing of a count time series' marginal distribution
- Using grouped data for constructing inequality indices: parametric vs. non-parametric methods
- Optimization problems with orthogonal matrix constraints
- Goodness-of-fit tests for elliptical and independent copulas through projection pursuit
- Testing with exponentially tilted empirical likelihood
- Matching moments for a closer approximation of the weighted \((h,\phi)\)-divergence test statistics in goodness-of-fit for finite samples
- Inference functions and quadratic score tests
- Minimum \(K_\phi\)-divergence estimator.
- Minimum disparity estimators for discrete and continuous models.
- Correspondence analysis and the Freeman-Tukey statistic: a study of archaeological data
- An entropy for groups of intermediate growth
- Minimum disparity estimation: improved efficiency through inlier modification
- Simulation input data modeling
- Asymptotic behaviour and statistical applications of divergence measures in multinomial populations: A unified study
- Nonparametric kernel regression subject to monotonicity constraints
- Robust fitting of the binomial model.
- Goodness-of-fit tests based on Rao's divergence under sparseness assumptions
- Information and entropy econometrics -- editor's view.
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
- Confidence intervals in generalized method of moments models
- Generalized empirical likelihood non-nested tests
- Sample selection and information-theoretic alternatives to GMM
- A generalized \(\varphi\)-divergence for asymptotically multivariate normal models.
- Chi-squared tests for and against uniform stochastic ordering on multinomial parameters
- Noninformative priors, credible sets and Bayesian hypothesis testing for the intraclass model
- On robustness and efficiency of minimum divergence estimators
- Some approximations to power functions of -divergence tests in parametric models
- Asymptotic approximations for the distributions of the K-divergence goodness-of-fit statistics
- Bootstrap confidence regions in multinomial sampling
- Improvement of approximations for the distributions of multinomial goodness-of-fit statistics under nonlocal alternatives
- Rényi test statistics for partially observed diffusion processes
- Nonadditivity in loglinear models using \(\Phi\)-divergences and MLEs
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
- Asymptotic divergence of estimates of discrete distributions
- A new family of goodness-of-fit statistics for discrete multivariate data
- Discrete approximations of continuous and mixed measures on a compact interval
- Inference for comparing a multinomial distribution with a known standard
- Robust small sample accurate inference in moment condition models
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