On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data

Abstract

For the model of independence in a two way contingency table, shrinkage estimators based on minimum φ -divergence estimators and φ -divergence statistics are considered. These estimators are based on the James–Stein-type rule and incorporate the idea of preliminary test estimator. The asymptotic bias and risk are obtained under contiguous alternative hypotheses, and on the basis of them a comparison study is carried out.