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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Main Authors: Bert van Es, Chris A.J. Klaassen, Robert M. Mnatsakanov
Format: Article
Language:English
Published: Austrian Statistical Society 2016-04-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/451
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spelling doaj-b44c7798c7f049e0a24e1d68e9d543cc2021-04-22T12:33:13ZengAustrian Statistical SocietyAustrian Journal of Statistics1026-597X2016-04-01321&210.17713/ajs.v32i1&2.451Estimating the Structural Distribution Function of Cell ProbabilitiesBert van Es0Chris A.J. Klaassen1Robert M. Mnatsakanov2University of AmsterdamUniversity of AmsterdamWest Virginia University, Morgantown A. Razmadze Mathematical Institute, TbilisiWe 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. http://www.ajs.or.at/index.php/ajs/article/view/451
collection DOAJ
language English
format Article
sources DOAJ
author Bert van Es
Chris A.J. Klaassen
Robert M. Mnatsakanov
spellingShingle Bert van Es
Chris A.J. Klaassen
Robert M. Mnatsakanov
Estimating the Structural Distribution Function of Cell Probabilities
Austrian Journal of Statistics
author_facet Bert van Es
Chris A.J. Klaassen
Robert M. Mnatsakanov
author_sort Bert van Es
title Estimating the Structural Distribution Function of Cell Probabilities
title_short Estimating the Structural Distribution Function of Cell Probabilities
title_full Estimating the Structural Distribution Function of Cell Probabilities
title_fullStr Estimating the Structural Distribution Function of Cell Probabilities
title_full_unstemmed Estimating the Structural Distribution Function of Cell Probabilities
title_sort estimating the structural distribution function of cell probabilities
publisher Austrian Statistical Society
series Austrian Journal of Statistics
issn 1026-597X
publishDate 2016-04-01
description 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.
url http://www.ajs.or.at/index.php/ajs/article/view/451
work_keys_str_mv AT bertvanes estimatingthestructuraldistributionfunctionofcellprobabilities
AT chrisajklaassen estimatingthestructuraldistributionfunctionofcellprobabilities
AT robertmmnatsakanov estimatingthestructuraldistributionfunctionofcellprobabilities
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