Mean-shift Test Based on <i>ϕ</i>-divergence Measure for Log-linear Model

Jin Ying-hua; Xiang Si-yuan

doi:10.12052/gdutxb.170179

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Mean-shift Test Based on ϕ-divergence Measure for Log-linear Model

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- Mean-shift Test Based on ϕ-divergence Measure for Log-linear Model
- Vol. 35, Issue 4, Pages: 32-36(2018)
- 作者机构：
  
  广东工业大学　应用数学学院,广东,广州,510520
- 作者简介：
- 基金信息：
- DOI：10.12052/gdutxb.170179
  CLC： O175
- Online First：09 July 2018，
  
  Published：2018
- 稿件说明：
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金应华, 向思源. 对数线性模型下基于ϕ-散度测度的均值滑动检验[J]. 广东工业大学学报, 2018, 35(4): 32-36.

Jin Ying-hua, Xiang Si-yuan. Mean-shift Test Based on ϕ-divergence Measure for Log-linear Model[J]. 2018, 35(4): 32-36. DOI: 10.12052/gdutxb.170179.
金应华, 向思源. 对数线性模型下基于ϕ-散度测度的均值滑动检验[J]. 广东工业大学学报, 2018, 35(4): 32-36. DOI： 10.12052/gdutxb.170179.

Jin Ying-hua, Xiang Si-yuan. Mean-shift Test Based on ϕ-divergence Measure for Log-linear Model[J]. 2018, 35(4): 32-36. DOI: 10.12052/gdutxb.170179. DOI：

摘要

研究了对数线性模型的均值滑动检验. 基于

-散度和最小

-散度估计提出了3类检验统计量

它们是似然比检验统计量和Pearson检验统计量的推广. 研究了这3类统计量的渐近分布

并用此理论结果分析了一组实际数据. 最后通过模拟研究表明

在小样本量下

这3类统计量中有比似然比检验统计量和Pearson检验统计量表现更好的统计量.

Abstract

The mean-shift test under the log-linear mode is studied. Based on

-divergence and the minimum

-divergence estimator

three families of test statistic

which are a generalization of log-likelihood ratio statistic and the Pearson statistic

are proposed. Their asymptotic distribution is presented while they are used to analyze some empirical data. A simulation study is also conducted. And the outcome shows that there are alternatives among these three families of test statistic as good as (or even better than) the log-likelihood ratio statistic and the Pearson statistic under finite sample size.

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Keywords

references

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Mean-shift Test Based on ϕ-divergence Measure for Log-linear Model

DOI：10.12052/gdutxb.170179

摘要

Abstract

关键词

Keywords

references