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

作     者：Ying-hua JIN Yao-hua Wu 

作者机构：Department of Statistics and Finance University of Science and Technology of China Faculty of Applied Mathematics Guangdong University of Technology 

出 版 物：《Acta Mathematicae Applicatae Sinica》 (应用数学学报（英文版）)

年 卷 期：2013年第29卷第1期

页      面：93-104页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

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) 

主　　题：loglinear model product-multinomial sampling Restricted minimum C-divergence estimator(RMDE) C-divergence test statistics 

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.