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Kybernetika 42(6):711-722, 2006.

Choosing the Best φ-Divergence Goodness-of-Fit Statistic in Multinomial Sampling with Linear Constraints

Nirian Martin and Leandro Pardo


Abstract:

In this paper we present a simulation study to analyze the behavior of the $\phi $-divergence test statistics in the problem of goodness-of-fit for loglinear models with linear constraints and multinomial sampling. We pay special attention to the R\'{e}nyi's and $I_{r}$-divergence measures.


Keywords: multinomial sampling; restricted maximum likelihood estimator; goodness-of-fit; $I_{r}$-divergence measure; R\'{e}nyi's divergence measure;


AMS: 62H15; 62H17;


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BIB TeX

@article{kyb:2006:6:711-722,

author = {Martin, Nirian and Pardo, Leandro},

title = {Choosing the Best $\phi$-Divergence Goodness-of-Fit Statistic in Multinomial Sampling with Linear Constraints},

journal = {Kybernetika},

volume = {42},

year = {2006},

number = {6},

pages = {711-722}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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