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Kernel smoothed probability mass functions for ordered datatypes

Jeffrey Racine, Qi Li and Karen Yan

Journal of Nonparametric Statistics, 2020, vol. 32, issue 3, 563-586

Abstract: We propose a kernel function for ordered categorical data that overcomes limitations present in ordered kernel functions appearing in the literature on the estimation of probability mass functions for multinomial ordered data. Some limitations arise from assumptions made about the support of the underlying random variable. Furthermore, many existing ordered kernel functions lack a particularly appealing property, namely the ability to deliver discrete uniform probability estimates for some value of the smoothing parameter. We propose an asymmetric empirical support kernel function that adapts to the data at hand and possesses certain desirable features. There are no difficulties arising from zero counts caused by gaps in the data while it encompasses both the empirical proportions and the discrete uniform probabilities at the lower and upper boundaries of the smoothing parameter. We propose likelihood and least-squares cross-validation for smoothing parameter selection and study their asymptotic and finite-sample behaviour.

Date: 2020
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Working Paper: Kernel Smoothed Probability Mass Functions for Ordered Datatypes (2017) Downloads
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DOI: 10.1080/10485252.2020.1759595

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