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Adjusted -squared type measure for exponential dispersion models

Authors :
Ricci, Lila
Source :
Statistics & Probability Letters. Sep2010, Vol. 80 Issue 17/18, p1365-1368. 4p.
Publication Year :
2010

Abstract

Abstract: An adjusted -squared type measure for exponential dispersion models, based on Kullback–Leibler divergences, is described and it is proved that the corrected measure is an asymptotically unbiased estimator of the population value, under the null hypotheses of no covariates. [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
01677152
Volume :
80
Issue :
17/18
Database :
Academic Search Index
Journal :
Statistics & Probability Letters
Publication Type :
Periodical
Accession number :
52200418
Full Text :
https://doi.org/10.1016/j.spl.2010.04.019