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

DOI10.1080/03610926.2019.1576888OpenAlexW2921318273MaRDI QIDQ5077196FDOQ5077196

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

Recommendations

• Minimum \(\phi\)-divergence estimation in misspecified multinomial models
• Minimum \(\varphi\)-divergence estimator and \(\varphi\)-divergence statistics in generalized linear models with binary data
• Minimum \(K_\phi\)-divergence estimators for multinomial models and applications
• Minimum \(\varphi\)-divergence estimator for homogeneity in multinomial populations
• Minimum phi-divergence estimators for loglinear models with linear constraints and multinomial sampling
• Minimum \(\phi\)-divergence estimators with constraints in multinomial populations
• Publication:4507920

zbMATH Keywords

log-linear modelsbiasskewnessasymptotic variancemean square errorstudentization

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• On Information and Sufficiency
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Goodness-of-fit statistics for discrete multivariate data
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Higher‐order asymptotics under model misspecification
• APPROXIMATE CONFIDENCE INTERVALS
• Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
• Transformations Related to the Angular and the Square Root
• Title not available (Why is that?)
• Minimum \(\phi\)-divergence estimator in logistic regression models
• 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

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

Uses Software

• R

This page was built for publication: Asymptotic cumulants of the minimum phi-divergence estimator for categorical data under possible model misspecification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5077196)