Statistical inference on divergence measures and its related topics
Title | Statistical inference on divergence measures and its related topics PDF eBook |
Author | 京都大学. 数理解析研究所. 共同研究 |
Publisher | |
Pages | 187 |
Release | 2016 |
Genre | Probabilities |
ISBN |
Statistical inference on Divergence Measures and Its Related Topics
Title | Statistical inference on Divergence Measures and Its Related Topics PDF eBook |
Author | |
Publisher | |
Pages | 187 |
Release | 2016 |
Genre | |
ISBN |
Statistical Inference Based on Divergence Measures
Title | Statistical Inference Based on Divergence Measures PDF eBook |
Author | LEANDRO. PARDO |
Publisher | CRC Press |
Pages | 512 |
Release | 2020-06-30 |
Genre | |
ISBN | 9780367578015 |
Organized in systematic way, Statistical Inference Based on Divergence Measures presents classical problems of statistical inference, such as estimation and hypothesis testing, on the basis of measures of entropy and divergence with applications to multinomial and generation populations. On the basis of divergence measures, this book introduces min
Statistical Inference Based on Divergence Measures
Title | Statistical Inference Based on Divergence Measures PDF eBook |
Author | Leandro Pardo |
Publisher | Chapman and Hall/CRC |
Pages | 512 |
Release | 2005-10-10 |
Genre | Mathematics |
ISBN | 9781584886006 |
The idea of using functionals of Information Theory, such as entropies or divergences, in statistical inference is not new. However, in spite of the fact that divergence statistics have become a very good alternative to the classical likelihood ratio test and the Pearson-type statistic in discrete models, many statisticians remain unaware of this powerful approach. Statistical Inference Based on Divergence Measures explores classical problems of statistical inference, such as estimation and hypothesis testing, on the basis of measures of entropy and divergence. The first two chapters form an overview, from a statistical perspective, of the most important measures of entropy and divergence and study their properties. The author then examines the statistical analysis of discrete multivariate data with emphasis is on problems in contingency tables and loglinear models using phi-divergence test statistics as well as minimum phi-divergence estimators. The final chapter looks at testing in general populations, presenting the interesting possibility of introducing alternative test statistics to classical ones like Wald, Rao, and likelihood ratio. Each chapter concludes with exercises that clarify the theoretical results and present additional results that complement the main discussions. Clear, comprehensive, and logically developed, this book offers a unique opportunity to gain not only a new perspective on some standard statistics problems, but the tools to put it into practice.
New Developments in Statistical Information Theory Based on Entropy and Divergence Measures
Title | New Developments in Statistical Information Theory Based on Entropy and Divergence Measures PDF eBook |
Author | Leandro Pardo |
Publisher | MDPI |
Pages | 344 |
Release | 2019-05-20 |
Genre | Social Science |
ISBN | 3038979368 |
This book presents new and original research in Statistical Information Theory, based on minimum divergence estimators and test statistics, from a theoretical and applied point of view, for different statistical problems with special emphasis on efficiency and robustness. Divergence statistics, based on maximum likelihood estimators, as well as Wald’s statistics, likelihood ratio statistics and Rao’s score statistics, share several optimum asymptotic properties, but are highly non-robust in cases of model misspecification under the presence of outlying observations. It is well-known that a small deviation from the underlying assumptions on the model can have drastic effect on the performance of these classical tests. Specifically, this book presents a robust version of the classical Wald statistical test, for testing simple and composite null hypotheses for general parametric models, based on minimum divergence estimators.
Statistical Inference Based on Divergence Measures
Title | Statistical Inference Based on Divergence Measures PDF eBook |
Author | Leandro Pardo |
Publisher | CRC Press |
Pages | 513 |
Release | 2018-11-12 |
Genre | Mathematics |
ISBN | 1420034812 |
The idea of using functionals of Information Theory, such as entropies or divergences, in statistical inference is not new. However, in spite of the fact that divergence statistics have become a very good alternative to the classical likelihood ratio test and the Pearson-type statistic in discrete models, many statisticians remain unaware of this p
Statistical Topics and Stochastic Models for Dependent Data with Applications
Title | Statistical Topics and Stochastic Models for Dependent Data with Applications PDF eBook |
Author | Vlad Stefan Barbu |
Publisher | John Wiley & Sons |
Pages | 288 |
Release | 2020-12-03 |
Genre | Mathematics |
ISBN | 1786306034 |
This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields.