Facultade de Fisioterapia

Minimum distance estimators for count data based on the probability generating function with applications

Jiménez Gamero, María Dolores; Batsidis, A.
Abstract:
This paper studies properties of parameter estimators obtained by minimizing a distance between the empirical probability generating function and the probability generating function of a model for count data. Specifically, it is shown that, under certain not restrictive conditions, the resulting estimators are consistent and, suitably normalized, asymptotically normal. These properties hold even if the model is misspecified. Three applications of the obtained results are considered. First, we revisit the goodness-of-fit problem for count data and propose a weighted bootstrap estimator of the null distribution of test statistics based on the above cited distance. Second, we give a probability generating function version of the model selection test problem for separate, overlapping and nested families of distributions. Finally, we provide an application to the problem of testing for separate families of distributions. All applications are illustrated with numerical examples.
Year:
2017
Type of Publication:
Article
Journal:
Metrika
Volume:
80
Number:
5
Pages:
503-545
Month:
July
DOI:
https://doi.org/10.1007/s00184-017-0614-3
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