• Citer

The information geometry of sparse goodness-of-fit testing

par Marriott, Paul;Sabolová, Radka;Van Bever, Germain ;Critchley, Frank
Référence Entropy, 18, 12, 421
Publication Publié, 2016

Article révisé par les pairs

• Accès en ligne
• Détails
• Contenu
• Statistiques

Résumé :

This paper takes an information-geometric approach to the challenging issue of goodness-of-fit testing in the high dimensional, low sample size context where-potentially-boundary effects dominate. The main contributions of this paper are threefold: first, we present and prove two new theorems on the behaviour of commonly used test statistics in this context; second, we investigate-in the novel environment of the extended multinomial model-the links between information geometry-based divergences and standard goodness-of-fit statistics, allowing us to formalise relationships which have been missing in the literature; finally, we use simulation studies to validate and illustrate our theoretical results and to explore currently open research questions about the way that discretisation effects can dominate sampling distributions near the boundary. Novelly accommodating these discretisation effects contrasts sharply with the essentially continuous approach of skewness and other corrections flowing from standard higher-order asymptotic analysis.