A Consistent Estimator of Structural Distribution

Austrian Journal of Statistics

article

Marijus Radavičius¹ 

[1] Institute of Applied Mathematics, Vilnius University

关键词: structural distribution;    Poisson mixture;    sparsity rate;    nonparametric estimator;    consistency;    weak convergence.;   

DOI  :  10.17713/ajs.v49i4.1135

学科分类：医学（综合）

来源: Austrian Statistical Society

【 摘 要 】

We consider sparse count data models with the sparsity rate ? = 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 ? = O(n ?? ) for some ? > 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.

【 授权许可】

CC BY