Facultade de Fisioterapia

Minimum Penalized phi-Divergence Estimation under Model Misspecification

Alba-Fernández, María Virtudes; Jiménez Gamero, María Dolores; Ariza-López, Francisco Javier
Abstract:
This paper focuses on the consequences of assuming a wrong model for multinomial data when using minimum penalized phi-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.
Year:
2018
Type of Publication:
Article
Keywords:
minimum penalized phi-divergence estimator; consistency; asymptotic normality; goodness-of-fit; bootstrap distribution estimator; thematic quality assessment; OF-FIT TESTS; MULTINOMIAL MODELS
Journal:
ENTROPY
Volume:
20
Number:
5
Pages:
329
Month:
May
Note:
Q2 28/81 2.419 (JCR2018)
Comments:
CTM2015–68276–R // MTM2017-89422-P
DOI:
10.3390/e20050329
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