Inference for ordered parameters in multinomial distributions
文献类型：期刊论文
| 作者 | Xiong ShiFeng ; Li GuoYing
|
| 刊名 | SCIENCE IN CHINA SERIES A-MATHEMATICS
 |
| 出版日期 | 2009-03-01 |
| 卷号 | 52期号:3页码:526-538 |
| 关键词 | multinomial distribution ordered parameters weighted sum estimator asymptotic normality |
| ISSN号 | 1006-9283 |
| DOI | 10.1007/s11425-008-0122-z |
| 英文摘要 | This paper discusses inference for ordered parameters of multinomial distributions. We first show that the asymptotic distributions of their maximum likelihood estimators (MLEs) are not always normal and the bootstrap distribution estimators of the MLEs can be inconsistent. Then a class of weighted sum estimators (WSEs) of the ordered parameters is proposed. Properties of the WSEs are studied, including their asymptotic normality. Based on those results, large sample inferences for smooth functions of the ordered parameters can be made. Especially, the confidence intervals of the maximum cell probabilities are constructed. Simulation results indicate that this interval estimation performs much better than the bootstrap approaches in the literature. Finally, the above results for ordered parameters of multinomial distributions are extended to more general distribution models. |
| 资助项目 | National Natural Science Foundation of China[10371126] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000264189500012 |
| 出版者 | SCIENCE PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/9159]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Xiong ShiFeng |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Xiong ShiFeng,Li GuoYing. Inference for ordered parameters in multinomial distributions[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2009,52(3):526-538. |
| APA | Xiong ShiFeng,&Li GuoYing.(2009).Inference for ordered parameters in multinomial distributions.SCIENCE IN CHINA SERIES A-MATHEMATICS,52(3),526-538. |
| MLA | Xiong ShiFeng,et al."Inference for ordered parameters in multinomial distributions".SCIENCE IN CHINA SERIES A-MATHEMATICS 52.3(2009):526-538. |
入库方式： OAI收割
来源：数学与系统科学研究院
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