Estimating the structural distribution function of cell probabilities
统计理论
2007-06-13 v1 统计理论
摘要
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.
引用
@article{arxiv.math/0210425,
title = {Estimating the structural distribution function of cell probabilities},
author = {B. van Es and C. A. J. Klaassen and R. M. Mnatsakanov},
journal= {arXiv preprint arXiv:math/0210425},
year = {2007}
}