Inference in Perturbation Models, Finite Mixtures and Scan Statistics: The Volume-of-Tube Formula
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Publication:6476334
arXivmath/0511503MaRDI QIDQ6476334FDOQ6476334
Authors: Ramani S. Pilla, Catherine Loader 
Publication date: 20 November 2005
Abstract: This research creates a general class of "perturbation models" which are described by an underlying "null" model that accounts for most of the structure in data and a perturbation that accounts for possible small localized departures. The perturbation models encompass finite mixture models and spatial scan process. In this article, (1) we propose a new test statistic to detect the presence of perturbation, including the case where the null model contains a set of nuisance parameters, and show that it is equivalent to the likelihood ratio test; (2) we establish that the asymptotic distribution of the test statistic is equivalent to the supremum of a Gaussian random field over a high-dimensional manifold (e.g., curve, surface etc.) with boundaries and singularities; (3) we derive a technique for approximating the quantiles of the test statistic using the Hotelling-Weyl-Naiman "volume-of-tube formula"; and (4) we solve the long-pending problem of testing for the order of a mixture model; in particular, derive the asymptotic null distribution for a general family of mixture models including the multivariate mixtures. The inferential theory developed in this article is applicable for a class of non-regular statistical problems involving loss of identifiability or when some of the parameters are on the boundary of the parametric space.
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)
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