Sparse consistency and smoothing for multinomial data
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Publication:1380562
DOI10.1016/S0167-7152(96)00108-3zbMath0901.62055OpenAlexW1964876335MaRDI QIDQ1380562
Marc Aerts, Ilse Augustyns, Paul Janssen
Publication date: 8 March 1998
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00108-3
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (6)
Inferring within-host bottleneck size: a Bayesian approach ⋮ Local smoothing with given marginals ⋮ Central limit theorem for the total squared error of local polynomial estimators of cell probabilities ⋮ Relative smoothing of discrete distributions with sparse observations ⋮ Empirical Bayes estimators of structural distribution of words in Lithuanian texts ⋮ Three Sides of Smoothing: Categorical Data Smoothing, Nonparametric Regression, and Density Estimation
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- A geometric combination estimator for \(d\)-dimensional ordinal sparse contingency tables
- On Smoothing Sparse Multinomial Data
- Local Polynomial Estimation of Contingency Table Cell Probabilities
- Strong limit theorems for oscillation moduli of the uniform empirical process
- Convergence of stochastic processes
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