Consistent estimation of the structural distribution function

Citation
Caj. Klaassen et Rm. Mnatsakanov, Consistent estimation of the structural distribution function, SC J STAT, 27(4), 2000, pp. 733-746
Citations number
8
Categorie Soggetti
Mathematics
Journal title
SCANDINAVIAN JOURNAL OF STATISTICS
ISSN journal
03036898 → ACNP
Volume
27
Issue
4
Year of publication
2000
Pages
733 - 746
Database
ISI
SICI code
0303-6898(200012)27:4<733:CEOTSD>2.0.ZU;2-5
Abstract
Motivated by problems in linguistics we consider a multinomial random vecto r for which the number of cells N is not much smaller than the sum of the c ell frequencies, i.e. the sample size n. The distribution function of the u niform distribution on the set of all cell probabilities multiplied by N Is railed the structural distribution function of the cell probabilities. Con ditions are given that guarantee that the structural distribution function can be estimated consistently as n increases indefinitely although n/N does not. The natural estimator Is inconsistent and we prove consistency of ess entially two alternative estimators.