Repositorio de producción científica de la Universidad de Sevilla

Minimum penalized φ-divergence estimation under model misspecification


Advanced Search
Opened Access Minimum penalized φ-divergence estimation under model misspecification

Show item statistics
Export to
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.
Size: 328.5Kb
Format: PDF


DOI: 10.3390/e20050329

See editor´s version

This work is under a Creative Commons License: 
Atribución-NoComercial-SinDerivadas 3.0 Estados Unidos de América

This item appears in the following Collection(s)