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 probab
L2-tests for sparse multinomials
β Scribed by Hannelore Liero
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 135 KB
- Volume
- 55
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
β¦ Synopsis
We consider the problem of testing cell probabilities in sparse multinomial data sets. The ΓΏrst test statistic is the sum of squares of di erences between the hypothetical cell probabilities and the relative cell frequencies. For the second test we use the di erences between smoothed hypothetical cell probabilities and smoothed cell frequencies. A comparison of both tests with respect to the behavior of their power under local alternatives shows that for sparse data the test based on the smoothed estimators is better.
π SIMILAR VOLUMES
## Suvmary This paper is concerned with the power behaviour of four goodness-of-fit test statistics in sparse multinomials with k cells. Most previous work has been concerned only with both Pearson's Xz and the likelihood ratio test statistics. We consider in this study, two additional test statis