On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data

DOI10.1016/j.jspi.2007.09.011zbMath1134.62037OpenAlexW1998802616MaRDI QIDQ2427168

M. Luisa Menendez, Leandro Pardo

Publication date: 8 May 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2007.09.011

zbMATH Keywords

James-Stein estimatorindependence modelpreliminary test estimatorminimum phi-divergence estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Contingency tables (62H17) Statistical aspects of information-theoretic topics (62B10)

Related Items

Preliminary test and estimation in some multifactor diffusion processes ⋮ On the comparison of the pre-test and shrinkage phi-divergence test estimators for the symmetry model of categorical data ⋮ Shrinkage estimation in general linear models

Cites Work

• On tests of independence based on minimum \(\varphi \)-divergence estimator with constraints: An application to modeling DNA
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• APPROXIMATIONS TO POWERS OF φ-DISPARITY GOODNESS-OF-FIT TESTS^*
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
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