Asymptotic cumulants of the minimum phi-divergence estimator for categorical data under possible model misspecification

DOI10.1080/03610926.2019.1576888MaRDI QIDQ5077196zbMATH OpenOpenAlexFDO

Authors Haruhiko Ogasawara

Publication date 18 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1576888

zbMATH Keywords

log-linear modelsbiasskewnessasymptotic variancemean square errorstudentization

Mathematics Subject Classification ID

Statistics (62-XX)

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• A Wald-type test statistic for testing linear hypothesis in logistic regression models based on minimum density power divergence estimator
• A family of the information criteria using the phi-divergence for categorical data
• APPROXIMATE CONFIDENCE INTERVALS
• Asymptotic divergence of estimates of discrete distributions
• Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
• Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
• Goodness-of-fit statistics for discrete multivariate data
• Higher‐order asymptotics under model misspecification
• Minimum \(\phi\)-divergence estimator in logistic regression models
• On Information and Sufficiency
• Transformations Related to the Angular and the Square Root

Cited in

(5)

• A unified treatment of agreement coefficients and their asymptotic results: the formula of the weighted mean of weighted ratios
• On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data
• Minimum \(K_\phi\)-divergence estimator.
• A family of the information criteria using the phi-divergence for categorical data
• Minimum \(\phi\)-divergence estimation in misspecified multinomial models

Describes a project that uses

Uses Software

• R

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