Estimating the Structural Distribution Function of Cell Probabilities
DOI:
https://doi.org/10.17713/ajs.v32i1&2.451Abstract
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.
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