Multiplicative models for frequency data, estimation and testing

arXiv1704.06762MaRDI QIDQ6285813FDOQ6285813

Publication date: 22 April 2017

Abstract: This paper is about models for a vector of probabilities whose elements must have a multiplicative structure and sum to 1 at the same time; in certain applications, as basket analysis, these models may be seen as a constrained version of quasi-independence. After reviewing the basic properties of these models, their geometric features as a curved exponential family are investigated. A new algorithm for computing maximum likelihood estimates is presented and new insights are provided on the underlying geometry. The asymptotic distribution of three statistics for hypothesis testing are derived and a small simulation study is presented to investigate the accuracy of asymptotic approximations.

This page was built for publication: Multiplicative models for frequency data, estimation and testing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6285813)