Sparse consistency and smoothing for multinomial data

被引：9

作者：

Aerts, M ^{[1
]}

Augustyns, I ^{[1
]}

Janssen, P ^{[1
]}

机构：

[1] LIMBURGS UNIV CTR,DEPT STAT,B-3590 DIEPENBEEK,BELGIUM

来源：

STATISTICS & PROBABILITY LETTERS | 1997年 / 33卷 / 01期

关键词：

sparse multinomial data; sparse consistency; frequency estimators; local polynomial smoothers;

D O I：

10.1016/S0167-7152(96)00108-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For sparse multinomial data we study sparse consistency rates for frequency estimators and for local polynomial cell probability estimators. Our results illustrate the beneficial effect of nonparametric smoothing. Compared to sparse consistency properties for maximum penalized likelihood cell probability estimators our results require less stringent conditions and allow more flexible sparseness conditions.

引用

页码：41 / 48

页数：8

共 17 条

[1] AERTS M, 1995, UNPUB LOCAL POLYNOMI
[2] AERTS M, 1995, UNPUB SMOOTHING SPAR
[3] [Anonymous], 1994, J COMPUT GRAPH STAT
[4] [Anonymous], 1987, AUST J STAT, DOI DOI 10.1111/j.1467-842X.1987.tb00717.x
[5] [Anonymous], 1989, STAT ANAL DISCRETE D
[6] BURMAN P, 1987, SANKHYA SER A, V49, P24
[7] CHENG MY, 1994, BANDWIDTH SELECTOR L
[8] A GEOMETRIC COMBINATION ESTIMATOR FOR D-DIMENSIONAL ORDINAL SPARSE CONTINGENCY-TABLES
DONG, JP
SIMONOFF, JS
[J]. ANNALS OF STATISTICS, 1995, 23 (04) : 1143 - 1159
[9] ON THE PERFORMANCE OF KERNEL ESTIMATORS FOR HIGH-DIMENSIONAL, SPARSE BINARY DATA
GRUND, B
HALL, P
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1993, 44 (02) : 321 - 344
[10] STRONG LIMIT-THEOREMS FOR OSCILLATION MODULI OF THE UNIFORM EMPIRICAL PROCESS
MASON, DM
SHORACK, GR
WELLNER, JA
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1983, 65 (01): : 83 - 97

← 1 2 →