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Estimating a structural distribution function by grouping

Bert van Es·Stamatis Kolios
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Abstract

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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Bert van Es, Stamatis Kolios. 2002-03-11. Estimating a structural distribution function by grouping. https://arxiv.org/abs/math/0203080

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