Relative smoothing of discrete distributions with sparse observations
Relative smoothing of discrete distributions with sparse observations
复制标题
具有稀疏观测值的离散分布的相对平滑
DOI：
--
复制
发表时间：
2011
期刊：
影响因子：
--
通讯作者：
P. E. Oliveira
中科院分区：
文献类型：
--
作者：
P. Jacob;P. E. Oliveira
我们经常面对有限数目的细胞上的稀疏数目的观察，并且对估计细胞概率感兴趣。已经提出了一些局部多项式平滑器或局部似然估计器来改善直方图，这将产生太多的零值。我们提出了一个相对化的局部多项式平滑这个问题，加权较重的小概率单元的估计误差。一个模拟研究的估计，提出了一个良好的行为与自然误差准则，特别是当处理稀疏观测。
Quite often we are faced with a sparse number of observations over a finite number of cells and are interested in estimating the cell probabilities. Some local polynomial smoothers or local likelihood estimators have been proposed to improve on the histogram, which would produce too many zero values. We propose a relativized local polynomial smoothing for this problem, weighting heavier the estimating errors in small probability cells. A simulation study about the estimators that are proposed show a good behaviour with respect to natural error criteria, especially when dealing with sparse observations.