Showing 1 - 10 of 13
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...
Persistent link: https://www.econbiz.de/10010998616
Persistent link: https://www.econbiz.de/10005166829
Persistent link: https://www.econbiz.de/10010998577
Persistent link: https://www.econbiz.de/10010994322
Persistent link: https://www.econbiz.de/10008533845
Persistent link: https://www.econbiz.de/10005147128
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...
Persistent link: https://www.econbiz.de/10005221264
We propose two families of maximally selected phi-divergence tests for studying change point locations when the unknown probability vectors of a sequence of multinomial random variables, with possibly different sizes, are piecewise constant. In addition, these test-statistics are valid to...
Persistent link: https://www.econbiz.de/10008788577
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...
Persistent link: https://www.econbiz.de/10008466731
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...
Persistent link: https://www.econbiz.de/10010871410