Asymptotic properties of the normalised discrete associated-kernel estimator for probability mass function

Youssef Esstafa, Célestin C. Kokonendji and Sobom M. Somé

Journal of Nonparametric Statistics, 2023, vol. 35, issue 2, 355-372

Abstract: Discrete kernel smoothing is now gaining importance in nonparametric statistics. In this paper, we investigate some asymptotic properties of the normalised discrete associated-kernel estimator of a probability mass function and make comparisons. We show, under some regularity and non-restrictive assumptions on the associated-kernel, that the normalising random variable converges in mean square to 1. We then derive the consistency and the asymptotic normality of the proposed estimator. Various families of discrete kernels already exhibited satisfy the conditions, including the refined CoM-Poisson which is underdispersed and of second-order. Finally, the first-order binomial kernel is discussed and, surprisingly, its normalised estimator has a suitable asymptotic behaviour through simulations.

Date: 2023
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DOI: 10.1080/10485252.2022.2151597

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