A CLASS OF SMOOTH ESTIMATORS FOR DISCRETE-DISTRIBUTIONS
成果类型：
Article
署名作者：
WANG, MC; VANRYZIN, J
署名单位：
Washington State University; Columbia University
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.2307/2335831
发表日期：
1981
页码：
301309
关键词：
摘要：
A class of smooth weight function estimators for discrete distributions is presented. Any estimator in the class depends on choosing a parameterized set of weights. The resulting estimators are strongly consistent and asymptotically normal under mild regularity conditions. A general procedure for choosing the weight function smoothing parameter is given along with specific solutions in some cases. Mean squared error comparisons with the maximum likelihood estimator based on large-sample theory and small-sample simulations are obtained. Typically the weight function estimates yield significantly smaller mean squared error in these comparisons.