The notion of a bootstrap estimator of the distribution of the maximum likelihood estimator in log-linear models is defined for common sampling models. It is shown that the bootstrap estimator is consistent under assumptions which allow the dimension of the model to increase to infinity. Such an approach allows treatment of large, sparse contingency tables.
Publié le : 1989-09-14
Classification:
Bootstrap,
decomposable log-linear models,
sampling models,
model asymptotics,
sparse contingency tables,
62G05,
62H17
@article{1176347264,
author = {Sauermann, Wilhelm},
title = {Bootstrapping the Maximum Likelihood Estimator in High-Dimensional Log-Linear Models},
journal = {Ann. Statist.},
volume = {17},
number = {1},
year = {1989},
pages = { 1198-1216},
language = {en},
url = {http://dml.mathdoc.fr/item/1176347264}
}
Sauermann, Wilhelm. Bootstrapping the Maximum Likelihood Estimator in High-Dimensional Log-Linear Models. Ann. Statist., Tome 17 (1989) no. 1, pp. 1198-1216. http://gdmltest.u-ga.fr/item/1176347264/