Smoothing sparse multinomial data using local polynomial fitting
Authors:
Marc Aerts a;
Ilse Augustyns a;
Paul Janssen a
| Affiliation: | a Limburgs Universitair Centrum, Diepenbeek, Belgium |
DOI:
10.1080/10485259708832717
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
To estimate cell probabilities for sparse multinomial data several smoothing techniques have been investigated. Here we propose local polynomial smoothers as estimators for the cell probabilities and we study their performance. For the mean sum of squared errors we obtain the optimal rate of convergence and we establish a central limit theorem. We show that local polynomial smoothers provide a nice alternative for already existing nonparametric estimators and we discuss interrelations. Some illustrations are also included.
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| Keywords: Bias; local polynomial smoothers; mean sum of squared errors; sparse multinomial data; weighted regression; central limit theorem |
| 1991 Mathematics Subject Classification: Primary 62H17; Secondary 62G07 |
| view references (20) |

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