ESTIMATION IN EXPONENTIAL FAMILIES ON PERMUTATIONS

Authors
Citation
Sumit Mukherjee, ESTIMATION IN EXPONENTIAL FAMILIES ON PERMUTATIONS, Annals of statistics , 44(2), 2016, pp. 853-875
Journal title
ISSN journal
00905364
Volume
44
Issue
2
Year of publication
2016
Pages
853 - 875
Database
ACNP
SICI code
Abstract
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.