Minimum Kφ-divergence estimator

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator

In this paper a robust version of the Wald test statistic for composite likelihood is 11 considered by using the composite minimum density power divergence estimator instead of the 12 composite maximum likelihood estimator. This new family of test statistics will be called Wald-type 13 test statistics. The problem of testing a simple and a composite null hypothesis is considered and 14 the robu...

متن کامل

Minimum Φ-divergence Estimator for Homogeneity in Multinomial Populations∗

A problem which is frequently encountered in practice is that of deciding whether some sets of quantitative data are all derived from the same distribution. In this context consider υ independent random samples X = ( X 1 , ..., X (1) n1∗ )t ,...,X = ( X 1 , ..., X (υ) nυ∗ )t , of sizes n1∗, ..., nυ∗ respectively. The question is now to decide if the samples X, ...,X are all derived from the sam...

متن کامل

Minimum Φ-divergence Estimator and Hierarchical Testing in Loglinear Models

In this paper we consider inference based on very general divergence measures, under assumptions of multinomial sampling and loglinear models. We define the minimum φ-divergence estimator, which is seen to be a generalization of the maximum likelihood estimator. This estimator is then used in a φ-divergence goodness-of-fit statistic, which is the basis of two new statistics for solving the prob...

متن کامل

Minimum density power divergence estimator for diffusion processes

In this paper, we consider the robust estimation for a certain class of diffusion processes including the Ornstein–Uhlenbeck process based on discrete observations. As a robust estimator, we consider the minimum density power divergence estimator (MDPDE) proposed by Basu et al. (Biometrika 85:549–559, 1998). It is shown that the MDPDE is consistent and asymptotically normal. A simulation study ...

متن کامل

Minimum Divergence

This paper studies the Minimum Divergence (MD) class of estimators for econometric models specified through moment restrictions. We show that MD estimators can be obtained as solutions to a computationally tractable optimization problem. This problem is similar to the one solved by the Generalized Empirical Likelihood estimators of Newey and Smith (2004), but it is equivalent to it only for a s...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Applied Mathematics Letters

سال: 2004

ISSN: 0893-9659

DOI: 10.1016/s0893-9659(04)90076-6