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Sparse consistency and smoothing for multinomial data

Author

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  • Aerts, Marc
  • Augustyns, Ilse
  • Janssen, Paul

Abstract

For sparse multinomial data we study sparse consistency rates for frequency estimators and for local polynomial cell probability estimators. Our results illustrate the beneficial effect of nonparametric smoothing. Compared to sparse consistency properties for maximum penalized likelihood cell probability estimators our results require less stringent conditions and allow more flexible sparseness conditions.

Suggested Citation

  • Aerts, Marc & Augustyns, Ilse & Janssen, Paul, 1997. "Sparse consistency and smoothing for multinomial data," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 41-48, April.
    • Handle: RePEc:eee:stapro:v:33:y:1997:i:1:p:41-48
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    References listed on IDEAS

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    1. Grund, B. & Hall, P., 1993. "On the Performance of Kernel Estimators for High-Dimensional, Sparse Binary Data," Journal of Multivariate Analysis, Elsevier, vol. 44(2), pages 321-344, February.
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