改进的边界参数推理

IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Canadian Journal of Statistics-Revue Canadienne De Statistique Pub Date : 2023-08-04 DOI:10.1002/cjs.11791
Soumaya Elkantassi, Ruggero Bellio, Alessandra R. Brazzale, Anthony C. Davison
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引用次数: 1

摘要

用于测试域边界上参数假设的统计数据的极限分布可能会对这些统计数据的有限样本行为提供非常差的近似值,即使对于非常大的样本也是如此。我们回顾了关于这个问题的理论工作,描述了硬边界和软边界以及冰山估计量,并举例强调了极限结果如何大大低估了参数位于其边界上的概率,即使在非常大的样本中也是如此。基于轮廓分数函数的正态近似,我们提出并评估了一些解决这一困难的简单方法,然后概述了高阶近似如何在一系列硬边界和软边界示例中产生出色的结果。我们使用该方法来开发一个精确的测试,以满足线性混合模型中样条曲线组件的需求。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

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Improved inference for a boundary parameter

The limiting distributions of statistics used to test hypotheses about parameters on the boundary of their domains may provide very poor approximations to the finite-sample behaviour of these statistics, even for very large samples. We review theoretical work on this problem, describe hard and soft boundaries and iceberg estimators, and give examples highlighting how the limiting results greatly underestimate the probability that the parameter lies on its boundary even in very large samples. We propose and evaluate some simple remedies for this difficulty based on normal approximation for the profile score function, and then outline how higher order approximations yield excellent results in a range of hard and soft boundary examples. We use the approach to develop an accurate test for the need for a spline component in a linear mixed model.

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来源期刊
CiteScore
1.40
自引率
0.00%
发文量
62
审稿时长
>12 weeks
期刊介绍: The Canadian Journal of Statistics is the official journal of the Statistical Society of Canada. It has a reputation internationally as an excellent journal. The editorial board is comprised of statistical scientists with applied, computational, methodological, theoretical and probabilistic interests. Their role is to ensure that the journal continues to provide an international forum for the discipline of Statistics. The journal seeks papers making broad points of interest to many readers, whereas papers making important points of more specific interest are better placed in more specialized journals. The levels of innovation and impact are key in the evaluation of submitted manuscripts.
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