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Abstract Details
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Activity Number:
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135
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Type:
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Contributed
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Date/Time:
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Monday, July 30, 2012 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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| Abstract - #305142 |
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Title:
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Generalized Maximum Spacing Estimation for Multivariate Observations
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Author(s):
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Kristi Kuljus*+ and Bo Ranneby
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Companies:
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Swedish University of Agricultural Sciences and Swedish University of Agricultural Sciences
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Address:
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SLU, Umeå, International, SE-90183, Sweden
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Keywords:
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maximum spacing ;
estimation ;
nearest neigbor balls ;
consistency
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Abstract:
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For independent and identically distributed univariate observations a new estimation method, the maximum spacing (MSP) method, was defined in Ranneby (Scand. J. Statist. 11 (1984)) and independently by Cheng and Amin (J. Roy. Statist. Soc. B 45 (1983)). The idea behind the method, as described by Ranneby (1984), is to approximate the Kullback-Leibler information so that each contribution is bounded from above. In this paper, nearest neighbor balls are used to extend the MSP method to multivariate observations. A certain class of information-type measures is used to generalize the concept of maximum spacing estimators. Consistency of these generalized maximum spacing estimators is proved under general conditions. The possibility to use the MSP methods in model selection is discussed.
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