Divergence-Based Estimation and Testing of Statistical Models of Classification

M. Menendez, D. Morales, L. Pardo and I. Vajda

Journal of Multivariate Analysis, 1995, vol. 54, issue 2, 329-354

Abstract: The problems of estimating parameters of statistical models for categorical data, and testing hypotheses about these models are studied. Asymptotic properties of estimators minimizing [phi]-divergence between theoretical and empirical vectors of means are established. Asymptotic distributions 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.

Date: 1995
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