Analysis of φ-divergence for Loglinear Models with Constraints under Product-multinomial Sampling  

作　　者：Ying-hua JIN Yao-hua Wu 

机构地区：[1]Department of Statistics and Finance, University of Science and Technology of China [2]Faculty of Applied Mathematics, Guangdong University of Technology

出　　处：《Acta Mathematicae Applicatae Sinica》2013年第1期93-104,共12页应用数学学报（英文版）

基　　金：Supported by the National Natural Science Foundation of China (No. 10871188, 10801123, 11231010);Guang-dong Province Natural Science Fund (No.S2012040007622);the Knowledge Innovation Program of the Chinese Academy of Sciences (Grant No. KJCX3-SYW-S02)

摘　　要：The loglinear model under product-multinomial sampling with constraints is considered. The asymptotic expansion and normality of the restricted minimum C-divergence estimator （RMDE） which is a generalization of the maximum likelihood estimator is presented. Then various statistics based on C-divergence and RMCDE are used to test various hypothesis test problems under the model considered. These statistics contain the classical loglikelihood ratio test statistics and Pearson chi-squared test statistics. Ia the last section, a simulation study is implemented.The loglinear model under product-multinomial sampling with constraints is considered. The asymptotic expansion and normality of the restricted minimum C-divergence estimator （RMDE） which is a generalization of the maximum likelihood estimator is presented. Then various statistics based on C-divergence and RMCDE are used to test various hypothesis test problems under the model considered. These statistics contain the classical loglikelihood ratio test statistics and Pearson chi-squared test statistics. Ia the last section, a simulation study is implemented.

关 键 词：loglinear model product-multinomial sampling Restricted minimum C-divergence estimator（RMDE） C-divergence test statistics 

分 类 号：O212.1[理学—概率论与数理统计]