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Estimating the structural distribution function of cell probabilities

B. van Es·C. A. J. Klaassen·R. M. Mnatsakanov
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Abstract

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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B. van Es, C. A. J. Klaassen, R. M. Mnatsakanov. 2002-10-28. Estimating the structural distribution function of cell probabilities. https://arxiv.org/abs/math/0210425

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