DOAJ Open Access 2020

A Consistent Estimator of Structural Distribution

Marijus Radavičius

Abstrak

We consider sparse count data models with the sparsity rate ? = N/n = O(1) where N = N (n) is the number of observations and n ? ? is the number of cells. In this case the plug-in estimator of the structural distribution of expected frequencies is inconsistent. If ? = O(n ?? ) for some ? > 0, the nonparametric maximum likelihood estimator, in general, is also inconsistent. Assuming that some auxiliary information on the expected frequencies is available, we construct a consistent estimator of the structural distribution.

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M

Marijus Radavičius

Format Sitasi

Radavičius, M. (2020). A Consistent Estimator of Structural Distribution. https://doi.org/10.17713/ajs.v49i4.1135

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Informasi Jurnal
Tahun Terbit
2020
Sumber Database
DOAJ
DOI
10.17713/ajs.v49i4.1135
Akses
Open Access ✓