BUILDING AND USING SEMIPARAMETRIC TOLERANCE REGIONS FOR PARAMETRIC MULTINOMIAL MODELS

• 成果类型: Article
• 署名作者: Liu, Jiawei; Lindsay, Bruce G.
• 署名单位: University System of Georgia; Georgia State University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/08-AOS603
• 发表日期: 2009
• 页码: 3644-3659
• 关键词: distance; tables

摘要

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.