Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/11342
Title: Penalized smoothing of discrete distributions with sparse observations
Authors: Jacob, Pierre 
Oliveira, Paulo Eduardo 
Keywords: Polynomial smoothing; Penalized smoothing; Sparse observations
Issue Date: 2006
Publisher: Centro de Matemática da Universidade de Coimbra
Citation: Pré-Publicações DMUC. 06-28 (2006)
Abstract: It happens quite often that we are faced with a sparse number of observations over a finite number of cells and we are interested in the estimation of the cell probabilities. The simple histogram produces approximations with the zero value for too many cells. Some polynomial smoothers have been proposed to circumvent this problem which show good properties in the analysis of such sparse situations but have the drawback of producing negative values. We propose a penalized polynomial smoothing for this problem. The estimators that are proposed in this paper are always positive and a simulation study show a very good behaviour with respect to the natural error criterias: mean squared sum of errors, sparse sup and the sup-norm. Our estimator perform specially well for sparse observations. Nevertheless, when the number of observations increases the proposed estimators still show good performance
URI: http://hdl.handle.net/10316/11342
Rights: openAccess
Appears in Collections:FCTUC Matemática - Vários

Files in This Item:
File Description SizeFormat
Penalized smoothing of discrete distributions.pdf580.48 kBAdobe PDFView/Open
Show full item record

Page view(s)

136
checked on Dec 10, 2019

Download(s)

35
checked on Dec 10, 2019

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.