The problem of testing homogeneity in contingency tables when the data are spatially correlated is considered. We derive statistics defined as divergences between unrestricted and restricted estimated joint cell probabilities and we show that they are asymptotically distributed as linear...

In this paper we consider categorical data that are distributed according to a multinomial, product-multinomial or Poisson distribution whose expected values follow a log-linear model and we study the inference problem of hypothesis testing in a log-linear model setting. The family of test...

It sometimes occurs that one or more components of the data exert a disproportionate influence on the model estimation. We need a reliable tool for identifying such troublesome cases in order to decide either eliminate from the sample, when the data collect was badly realized, or otherwise take...

Small area estimation is studied under a spatio-temporal Fay–Herriot model. Model fitting based on restricted maximum likelihood is described and empirical best linear unbiased predictors are derived under the model. A parametric bootstrap procedure is proposed for the estimation of the mean...

The selection of an appropriate model is a fundamental step of the data analysis in small area estimation. Bias corrections to the Akaike information criterion, AIC, and to the Kullback symmetric divergence criterion, KIC, are derived for the Fay–Herriot model. Furthermore, three...