Estimating the Structural Distribution Function of Cell Probabilities

Estimating the Structural Distribution Function of Cell Probabilities

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 of the cells, and a kernel type estimator. Inconsisten...

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Veröffentlicht in:Österreichische Zeitschrift für Statistik 2016-04, Vol.32 (1&2)
Hauptverfasser: Bert van Es, Chris A.J. Klaassen, Robert M. Mnatsakanov
Format: Artikel
Sprache:eng
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Zusammenfassung: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 of 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.
ISSN:1026-597X
DOI:10.17713/ajs.v32i1&2.451