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

DOI10.1080/03610926.2019.1576888MaRDI QIDQ5077196

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

asymptotic variance; bias; mean square error; skewness; log-linear models; studentization

Mathematics Subject Classification ID

62-XX: Statistics

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A unified treatment of agreement coefficients and their asymptotic results: the formula of the weighted mean of weighted ratios

Uses Software

• R

Cites Work

• Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
• Minimum \(\phi\)-divergence estimator in logistic regression models
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• Higher‐order asymptotics under model misspecification
• Transformations Related to the Angular and the Square Root
• On Information and Sufficiency
• APPROXIMATE CONFIDENCE INTERVALS
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