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Geometry of Goodness-of-Fit Testing in High Dimensional Low Sample Size Modelling

机译:高维低样本量建模中的拟合优度测试的几何

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We introduce a new approach to goodness-of-fit testing in the high dimensional, sparse extended multinomial context. The paper takes a computational information geometric approach, extending classical higher order asymptotic theory. We show why the Wald - equiv-alently, the Pearson χ~2 and score statistics - are unworkable in this context, but that the deviance has a simple, accurate and tractable sampling distribution even for moderate sample sizes. Issues of uniformity of asymptotic approximations across model space are discussed. A variety of important applications and extensions are noted.
机译:我们介绍了一种在高维,稀疏扩展多项式上下文中进行拟合优度测试的新方法。本文采用了一种计算信息几何方法,扩展了经典的高阶渐近理论。我们说明了为什么Wald(等效地,Pearsonχ〜2和得分统计)在这种情况下不可行,但是即使对于中等样本量,偏差也具有简单,准确且易于处理的采样分布。讨论了跨模型空间的渐近逼近的均匀性问题。记录了各种重要的应用程序和扩展。

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