Displaying similar documents to “Global information in statistical experiments and consistency of likelihood-based estimates and tests”

Some remarks on the individuals-score distance and its applications to statistical inference.

Antonio Miñarro, Josep M. Oller (1992)

Qüestiió

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This paper is concerned with the study of some properties of the distance between statistical individuals based on representations on the dual tangent space of a parametric manifold representation of a statistical model. Explicit expressions for distances are obtained for well-known families of distributions. We have also considered applications of the distance to parameter estimation, testing statistical hypotheses and discriminant analysis.

Global statistical information in exponential experiments and selection of exponential models

Igor Vajda, E. van der Meulen (1998)

Applications of Mathematics

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The concept of global statistical information in the classical statistical experiment with independent exponentially distributed samples is investigated. Explicit formulas are evaluated for common exponential families. It is shown that the generalized likelihood ratio test procedure of model selection can be replaced by a generalized information procedure. Simulations in a classical regression model are used to compare this procedure with that based on the Akaike criterion.

Maximum likelihood principle and I -divergence: discrete time observations

Jiří Michálek (1998)

Kybernetika

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The paper investigates the relation between maximum likelihood and minimum I -divergence estimates of unknown parameters and studies the asymptotic behaviour of the likelihood ratio maximum. Observations are assumed to be done in the discrete time.

Asymptotic theory: some recent developments.

David R. Cox (1983)

Qüestiió

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A review is given of recent work on asymptotic theory leading to a recommendation to use ratio likelihood rests with, where available, a Bartlett adjustment factor.

Detection of outlying observations using the Akaike information criterion

Andrzej Kornacki (2013)

Biometrical Letters

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For the detection of outliers (observations which are seemingly different from the others) the method of testing hypotheses is most often used. This approach, however, depends on the level of significance adopted by the investigator. Moreover, it can lead to the undesirable effect of “masking” of the outliers. This paper presents an alternative method of outlier detection based on the Akaike information criterion. The theory presented is applied to analysis of the results of beet leaf...

Estimation and tests in finite mixture models of nonparametric densities

Odile Pons (2009)

ESAIM: Probability and Statistics

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The aim is to study the asymptotic behavior of estimators and tests for the components of identifiable finite mixture models of nonparametric densities with a known number of components. Conditions for identifiability of the mixture components and convergence of identifiable parameters are given. The consistency and weak convergence of the identifiable parameters and test statistics are presented for several models.