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Minimum penalized φ-divergence estimation under model misspecification

 

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Opened Access Minimum penalized φ-divergence estimation under model misspecification
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Author: Alba Fernández, María Virtudes
Jiménez Gamero, María Dolores
Ariza López, Francisco Javier
Department: Universidad de Sevilla. Departamento de Estadística e Investigación Operativa
Date: 2018-04-30
Published in: Entropy, 20 (329), 1-15.
Document type: Article
Abstract: This paper focuses on the consequences of assuming a wrong model for multinomial data when using minimum penalized φ-divergence, also known as minimum penalized disparity estimators, to estimate the model parameters. These estimators are shown to converge to a well-defined limit. An application of the results obtained shows that a parametric bootstrap consistently estimates the null distribution of a certain class of test statistics for model misspecification detection. An illustrative application to the accuracy assessment of the thematic quality in a global land cover map is included.
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Format: PDF

URI: https://hdl.handle.net/11441/74879

DOI: 10.3390/e20050329

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