DIVERGENCE-BASED ESTIMATION AND TESTING OF STATISTICAL-MODELS OF CLASSIFICATION

Authors
MENENDEZ M MORALES D PARDO L VAJDA I
Citation
M. Menendez et al., DIVERGENCE-BASED ESTIMATION AND TESTING OF STATISTICAL-MODELS OF CLASSIFICATION, Journal of Multivariate Analysis, 54(2), 1995, pp. 329-354
Citations number
17
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Multivariate Analysis → ACNP
ISSN journal
0047259X
Volume
54
Issue
2
Year of publication
1995
Pages
329 - 354
Database
ISI
SICI code
0047-259X(1995)54:2<329:DEATOS>2.0.ZU;2-P
Abstract
The problems of estimating parameters of statistical models for catego rical data, and testing hypotheses about these models are studied. Asy mptotic properties of estimators minimizing phi-divergence between the oretical and empirical vectors of means are established. Asymptotic di stributions of phi-divergences between empirical and estimated vectors of means are explictly evaluated, and tests based on these statistics are studied. The paper extends results previously established in this area. (C) 1995 Academic Press, Inc.