计量经济分析 = Econometric analysis

Statistics for Spatial Data.

1. Introduction and Overview. 2. Detecting Influential Observations and Outliers. 3. Detecting and Assessing Collinearity. 4. Applications and Remedies. 5. Research Issues and Directions for Extensions. Bibliography. Author Index. Subject Index.

Regression Diagnostics: Identifying Influential Data and Sources of Collinearity

Economics and Information Theory

The Analysis of Variance.

DIVERGENCE MEASURES: DEFINITION AND PROPERTIES Introduction Phi-divergence. Measures between Two Probability Distributions: Definition and Properties Other Divergence Measures between Two Probability Distributions Divergence among k Populations Phi-disparities Exercises Answers to Exercises ENTROPY AS A MEASURE OF DIVERSITY: SAMPLING DISTRIBUTIONS Introduction Phi-entropies. Asymptotic Distribution Testing and Confidence Intervals for Phi-entropies Multinomial Populations: Asymptotic Distributions Maximum Entropy Principle and Statistical Inference on Condensed Ordered Data Exercises Answers to Exercises GOODNESS-OF-FIT: SIMPLE NULL HYPOTHESIS Introduction Phi-divergences and Goodness-of-fit with Fixed Number of Classes Phi-divergence Test Statistics under Sparseness Assumptions Nonstandard Problems: Tests Statistics based on Phi-divergences Exercises Answers to Exercises OPTIMALITY OF PHI-DIVERGENCE TEST STATISTICS IN GOODNESS-OF-FIT Introduction Asymptotic Effciency Exact and Asymptotic Moments: Comparison A Second Order Approximation to the Exact Distribution Exact Powers Based on Exact Critical Regions Small Sample Comparisons for the Phi-divergence Test Statistics Exercises Answers to Exercises MINIMUM PHI-DIVERGENCE ESTIMATORS Introduction Maximum Likelihood and Minimum Phi-divergence Estimators Properties of the Minimum Phi-divergence Estimator Normal Mixtures: Minimum Phi-divergence Estimator Minimum Phi-divergence Estimator with Constraints: Properties Exercises Answers to Exercises GOODNESS-OF-FIT: COMPOSITE NULL HYPOTHESIS Introduction Asymptotic Distribution with Fixed Number of Classes Nonstandard Problems: Test Statistics Based on Phi-divergences Exercises Answers to Exercises Testing Loglinear Models Using Phi-divergence Test Statistics Introduction Loglinear Models: Definition Asymptotic Results for Minimum Phi-divergence Estimators in Loglinear Models Testing in Loglinear Models Simulation Study Exercises Answers to Exercises PHI-DIVERGENCE MEASURES IN CONTINGENCY TABLES Introduction Independence Symmetry Marginal Homogeneity Quasi-symmetry Homogeneity Exercises Answers to Exercises TESTING IN GENERAL POPULATIONS Introduction Simple Null Hypotheses: Wald, Rao, Wilks and Phi-divergence Test Statistics Composite Null Hypothesis Multi-sample Problem Some Topics in Multivariate Analysis Exercises Answers to Exercises References Index

Statistical inference based on divergence measures

On the applications of divergence type measures in testing statistical hypotheses

In this paper we investigate the Jensen-Shannon parametric divergence for testing goodness-of-fit for point estimation. Most of the work presented is an analytical study of the asymptotic differences between different members of the family proposed in goodness of fit, together with an examination of closer approximations to the exact distribution of these statistics than the commonly used chi-squared distribution. Finally the minimum Jensen-Shannon divergence estimates are introduced and compared with other well-known estimators by computer simulation.

The jensen-shannon divergence

Asymptotic divergence of estimates of discrete distributions

In this paper, (h,φ)-entropies are presented as a generalization of φ-entropies, Havrda-Charvat entropies and the Renyi entropy among others. For this functional, asymptotic distribution for simple random sampling and stratified .sampling with proportional affixing is obtained.

Leandro Pardo

Papers

Statistical inference based on divergence measures

On the applications of divergence type measures in testing statistical hypotheses

The jensen-shannon divergence

Asymptotic divergence of estimates of discrete distributions

Asymptotic distribution of (h, φ)-entropies