Journal of Guangdong University of Technology ›› 2018, Vol. 35 ›› Issue (04): 32-36.doi: 10.12052/gdutxb.170179

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

Jin Ying-hua, Xiang Si-yuan   

  1. School of Applied Mathematics, Guangdong University of Technology, Guangzhou 510520, China
  • Received:2018-01-02 Online:2018-07-09 Published:2018-05-24

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Abstract: The mean-shift test under the log-linear mode is studied. Based on φ-divergence and the minimum φ-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.

Key words: log-linear model, φ-divergence, minimum φ-divergence estimator, mean-shift test

CLC Number: 

  • O175
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