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Consider the loglinear model for categorical data under the assumption of multinomial sampling. We are interested in testing between various hypotheses on the parameter space when we have some hypotheses relating to the parameters of the models [...]texto impreso
Menéndez Calleja, María Luisa ; Morales González, Domingo ; Pardo Llorente, Leandro ; Vadja, Igor | Marcel Dekker Inc. | 2001The paper studies a class of tests based on disparities between the real-valued data and theoretical models resulting either from fixed partitions of the observation space, or from the partitions by the sample quantiles of fixed orders. In both [...]texto impreso
Menéndez Calleja, María Luisa ; Pardo Llorente, Julio Ángel ; Pardo Llorente, Leandro ; Pardo Llorente, María del Carmen | Emerald Group Publishing Limited | 1997Read (1984) presented an asymptotic expansion for the distribution function of the power divergence statistics whose speed of convergence is dependent on the parameter of the family. Generalizes that result by considering the family of ((h) unde[...]texto impreso
Menéndez Calleja, María Luisa ; Morales González, Domingo ; Pardo Llorente, Leandro ; Vadja, Igor | Blackwell | 1988-03For a wide class of goodness-of-fit statistics based on phi-divergences between hypothetical cell probabilities and observed relative frequencies, the asymptotic normality is established under the assumption n/m(n) --> gamma is an element of (0[...]texto impreso
A divergence measure between discrete probability distributions introduced by Csiszar (1967) generalizes the Kullback-Leibler information and several other information measures considered in the literature. We introduce a weighted divergence whi[...]texto impreso
Menéndez Calleja, María Luisa ; Pardo Llorente, Leandro ; Pardo Llorente, María del Carmen | Elsevier Science BV | 2009-02-01In this paper we present recentered confidence sets for the parameters of a logistic regression model based on preliminary minimum phi-divergence estimators. Asymptotic coverage probabilities are given as well as a simulation study in order to a[...]texto impreso
Menéndez Calleja, María Luisa ; Pardo Llorente, Julio Ángel ; Pardo Llorente, Leandro | Springer Verlag | 2001-07Assume that a sequence of observations x(1),...,x(n+r) can be treated as the sample values of a Markov chain of order r or less (chain in which the dependence extends over r+1 consecutive variables only), and consider the problem of testing the [...]texto impreso
Menéndez Calleja, María Luisa ; Morales González, Domingo ; Pardo Llorente, Leandro | Pergamon-Elsevier Science Ltd | 1997-09We consider a wide class of statistics, namely phi-divergences. We obtain asymptotic distributions of these statistics in nested models. Our result generalizes previous results in this field.texto impreso
Menéndez Calleja, María Luisa ; Pardo Llorente, Julio Ángel ; Pardo Llorente, María del Carmen | Pergamon-Elsevier Science Ltd | 1998-07A point estimation procedure based on the maximum entropy principle for (h, phi) entropies is proposed using sample quantiles. These estimators are efficient and asymptotically normal under standard regularity conditions. A test for goodness-of-[...]texto impreso
Menéndez Calleja, María Luisa ; Taneja, I.J. ; Pardo Llorente, Julio Ángel | Elsevier Science | 1993-09-10A phi-fuzzy probabilistic information system comparison criterion is defined. It is based on a nonnegative concave function considered over a fuzzy state space. Based on phi-fuzzy probabilistic information system comparison criterion, many inter[...]texto impreso
Menéndez Calleja, María Luisa ; Morales González, Domingo ; Pardo Llorente, Leandro ; Vadja, Igor | Springer | 2001-06The paper considers statistical models with real-valued observations i.i.d. by F(x, theta (0)) from a family of distribution functions (F(x, theta); theta is an element of Theta), Theta subset of R-s, s greater than or equal to 1. For random qua[...]texto impreso
For the model of independence in a two way contingency table, shrinkage estimators based on minimum phi-divergence estimators and phi-divergence statistics are considered. These estimators are based on the James-Stein-type rule and incorporate t[...]texto impreso
Menéndez Calleja, María Luisa ; Pardo Llorente, Julio Ángel ; Pardo Llorente, Leandro ; Zografos, Konstantinos | Elsevier Science | 2003-06-28A family of tests of homogeneity of independent multinomial populations is introduced in terms of the phi(1)-divergence when the parameters are estimated using the minimum phi(2)-divergence estimator instead of the maximum likelihood estimator. [...]texto impreso
Menéndez Calleja, María Luisa ; Pardo Llorente, Julio Ángel ; Pardo Llorente, Leandro ; Zografos, Konstantinos | Elsevier Science | 2006A new family of estimators, Minimum phi-divergence estimators, is introduced for the problem of independence in a two-way contingency table and their asymptotic properties are studied. Based on this new family of estimators, a new family of test[...]texto impreso
Menéndez Calleja, María Luisa ; Pardo Llorente, Julio Ángel ; Pardo Llorente, Leandro ; Zografos, Konstantinos | Taylor & Francis | 2005-07The restricted minimum phi-divergence estimator, [Pardo, J.A., Pardo, L. and Zografos, K., 2002, Minimum phi-divergence estimators with constraints in multinomial populations. Journal of Statistical Planning and Inference, 104, 221-237], is empl[...]
