Mathematics – Statistics Theory
Scientific paper
2009-09-03
Annals of Statistics 2009, Vol. 37, No. 6A, 3644-3659
Mathematics
Statistics Theory
Published in at http://dx.doi.org/10.1214/08-AOS603 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Scientific paper
10.1214/08-AOS603
We introduce a semiparametric ``tubular neighborhood'' of a parametric model in the multinomial setting. It consists of all multinomial distributions lying in a distance-based neighborhood of the parametric model of interest. Fitting such a tubular model allows one to use a parametric model while treating it as an approximation to the true distribution. In this paper, the Kullback--Leibler distance is used to build the tubular region. Based on this idea one can define the distance between the true multinomial distribution and the parametric model to be the index of fit. The paper develops a likelihood ratio test procedure for testing the magnitude of the index. A semiparametric bootstrap method is implemented to better approximate the distribution of the LRT statistic. The approximation permits more accurate construction of a lower confidence limit for the model fitting index.
Lindsay Bruce G.
Liu Jiawei
No associations
LandOfFree
Building and using semiparametric tolerance regions for parametric multinomial models does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Building and using semiparametric tolerance regions for parametric multinomial models, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Building and using semiparametric tolerance regions for parametric multinomial models will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-663736