Back to Search
Start Over
Minimum -divergence estimation in misspecified multinomial models
- Source :
- Computational Statistics & Data Analysis. 55:3365-3378
- Publication Year :
- 2011
- Publisher :
- Elsevier BV, 2011.
-
Abstract
- The consequences of model misspecification for multinomial data when using minimum ϕ -divergence or minimum disparity estimators to estimate the model parameters are considered. These estimators are shown to converge to a well-defined limit. Two applications of the results obtained are considered. First, it is proved that the bootstrap consistently estimates the null distribution of certain class of test statistics for model misspecification detection. Second, an application to the model selection test problem is studied. Both applications are illustrated with numerical examples.
- Subjects :
- Statistics and Probability
Applied Mathematics
Model selection
Asymptotic distribution
Estimator
Computational Mathematics
Efficient estimator
Computational Theory and Mathematics
Goodness of fit
Statistics
Null distribution
Statistics::Methodology
Multinomial distribution
Divergence (statistics)
Mathematics
Subjects
Details
- ISSN :
- 01679473
- Volume :
- 55
- Database :
- OpenAIRE
- Journal :
- Computational Statistics & Data Analysis
- Accession number :
- edsair.doi...........ff6d1c7b5cc2d1bdead18541c6ad65f1