Sparse consistency and smoothing for multinomial data

Marc Aerts, Ilse Augustyns and Paul Janssen

Statistics & Probability Letters, 1997, vol. 33, issue 1, 41-48

Abstract: 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.

Keywords: Sparse; multinomial; data; Sparse; consistency; Frequency; estimators; Local; polynomial; smoothers (search for similar items in EconPapers)
Date: 1997
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