Estimating a structural distribution function by grouping

Details Estimating a structural distribution function by grouping Estimating a structural distribution function by grouping

2002-03-08

arxiv.org/abs/math/0203080v2

Mathematics

Statistics Theory

Scientific paper

By the method of Poissonization we confirm some existing results concerning consistent estimation of the structural distribution function in the situation of a large number of rare events. Inconsistency of the so called natural estimator is proved. The method of grouping in cells of equal size is investigated and its consistency derived. A bound on the mean squared error is derived.

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