(1) Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH 43403, USA;(2) Department of Statistics and O.R., Faculty of Mathematics, Complutense University of Madrid, 28040 Madrid, Spain
Abstract:
In this paper we study polytomous logistic regression model and the asymptotic properties of the minimum ϕ-divergence estimators for this model. A simulation study is conducted to analyze the behavior of these estimators as function of the power-divergence measure ϕ(λ) Research partially done when was visiting the Bowling Green State University as the Distinguished Lukacs Professor