Estimating a structural distribution function by grouping

Simple item page
dc.creatorvan Es, Bert
dc.creatorKolios, Stamatis
dc.date2002-03-08
dc.date2002-03-11
dc.date.accessioned2026-07-07T08:06:01Z
dc.date.available2026-07-07T08:06:01Z
dc.descriptionBy the method of Poissonization we confirm some existing results concerning consistent estimation of the structural distribution function in the situation of a large number of rare events. Inconsistency of the so called natural estimator is proved. The method of grouping in cells of equal size is investigated and its consistency derived. A bound on the mean squared error is derived.
dc.identifierhttps://arxiv.org/abs/math/0203080
dc.identifierhttp://arxiv.org/abs/math/0203080
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130467
dc.subjectStatistics Theory
dc.subject62G05; 62G20
dc.titleEstimating a structural distribution function by grouping
dc.typetext

Files

Collections

arXiv