Soumaya Elkantassi, Ruggero Bellio, Alessandra R. Brazzale, Anthony C. Davison
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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.
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.