Estimating a structural distribution function by grouping
Statistics Theory
2007-06-13 v2 Statistics Theory
Abstract
By 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.
Cite
@article{arxiv.math/0203080,
title = {Estimating a structural distribution function by grouping},
author = {Bert van Es and Stamatis Kolios},
journal= {arXiv preprint arXiv:math/0203080},
year = {2007}
}