Estimating the structural distribution function of cell probabilities

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We consider estimation of the structural distribution function of the cell probabilities of a multinomial sample in situations where the number of cells is large. We review the performance of the natural estimator, an estimator based on grouping the cells and a kernel type estimator. Inconsistency of the natural estimator and weak consistency of the other two estimators is derived by Poissonization and other, new, technical devices.

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Statistics Theory, 62G05; 62G20

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http://salesiana.dossiersoluciones.com/handle/123456789/130480

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0210425
 http://arxiv.org/abs/math/0210425

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arXiv