Building and using semiparametric tolerance regions for parametric multinomial models

DOI10.1214/08-AOS603MaRDI QIDQ1043758zbMATH OpenOpenAlexFDO

Authors Bruce G. Lindsay, Jiawei Liu

Publication date 9 December 2009

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0909.0608

zbMATH Keywords

bootstrapgoodness of fitKullback-Leibler distancemultinomialtubular model

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

Abstract: 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.

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Cited in

(11)

• Testing equivalence to families of multinomial distributions with application to the independence model
• Models for the assessment of treatment improvement: the ideal and the feasible
• On the robustness of mixture index of fit
• A contamination model for the stochastic order
• The one- and multi-sample problem for functional data with application to projective shape analysis
• On approximate validation of models: a Kolmogorov-Smirnov-based approach
• Bootstrap tests for almost goodness-of-fit
• Robustifying Likelihoods by Optimistically Re-weighting Data
• Invariant Measures of Disagreement with Stochastic Dominance
• Box-constrained monotone approximations to Lipschitz regularizations, with applications to robust testing
• Model assessment tools for a model false world

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