TY - JOUR
AU - Radavičius, Marijus
PY - 2020/04/13
Y2 - 2020/06/04
TI - A Consistent Estimator of Structural Distribution
JF - Austrian Journal of Statistics
JA - AJS
VL - 49
IS - 4
SE - Special Issue CDAM conference
DO - 10.17713/ajs.v49i4.1135
UR - https://ajs.or.at/index.php/ajs/article/view/1135
SP - 99-105
AB - We consider sparse count data models with the sparsity rate τ = N/n = O(1) where N = N (n) is the number of observations and n → ∞ is the number of cells. In this case the plug-in estimator of the structural distribution of expected frequencies is inconsistent. If τ = O(n −α ) for some α > 0, the nonparametric maximum likelihood estimator, in general, is also inconsistent. Assuming that some auxiliary information on the expected frequencies is available, we construct a consistent estimator of the structural distribution.
ER -