Details

Autor(en) / Beteiligte

• Mukherjee, Sumit

Titel

ESTIMATION IN EXPONENTIAL FAMILIES ON PERMUTATIONS

Ist Teil von

• The Annals of statistics, 2016-04, Vol.44 (2), p.853-875

Ort / Verlag

Hayward: Institute of Mathematical Statistics

Erscheinungsjahr

2016

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• Asymptotics of the normalizing constant are computed for a class of one parameter exponential families on permutations which include Mallows models with Spearmans's Footrule and Spearman's Rank Correlation Statistic. The MLE and a computable approximation of the MLE are shown to be consistent. The pseudo-likelihood estimator of Besag is shown to be √n-consistent. An iterative algorithm (IPFP) is proved to converge to the limiting normalizing constant. The Mallows model with Kendall's tau is also analyzed to demonstrate the flexibility of the tools of this paper.