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On statistical inference with parameter estimates on the boundary of the parameter space
Author(s) -
Dijkstra T. K.
Publication year - 1992
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/j.2044-8317.1992.tb00994.x
Subject(s) - frequentist inference , mathematics , statistics , statistical inference , covariance matrix , interpretation (philosophy) , inference , variance (accounting) , covariance , boundary (topology) , econometrics , sample (material) , bayesian inference , computer science , bayesian probability , mathematical analysis , artificial intelligence , chemistry , accounting , chromatography , business , programming language
Inadmissible estimates, like negative variance estimates, frequently occur when a theoretical covariance matrix is fitted to a sample covariance matrix. When this happens, it is common practice to re‐estimate subject to non‐negativity constraints and to count the ensuing zeros as true zeros. We derive conditions under which this approach has a valid frequentist interpretation.