Consistent Estimation of the Structural Distribution Function

Chris A. J. Klaassen and Robert M. Mnatsakanov

Scandinavian Journal of Statistics, 2000, vol. 27, issue 4, 733-746

Abstract: Motivated by problems in linguistics we consider a multinomial random vector for which the number of cells N is not much smaller than the sum of the cell frequencies, i.e. the sample size n. The distribution function of the uniform distribution on the set of all cell probabilities multiplied by N is called the structural distribution function of the cell probabilities. Conditions are given that guarantee that the structural distribution function can be estimated consistently as n increases indefinitely although n/N does not. The natural estimator is inconsistent and we prove consistency of essentially two alternative estimators.

Date: 2000
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/1467-9469.00219

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:27:y:2000:i:4:p:733-746

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().