Smoothed Estimates for Multinomial Cell Probabilities
Dickey, James M.
Ann. Math. Statist., Tome 39 (1968) no. 6, p. 561-566 / Harvested from Project Euclid
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Whittle's (1957), (1958) smoothed probability-mass-function estimate, determined by a Bayesian criterion, depends on a choice of the mean and covariance structure of a prior distribution on the unknown probabilities. A data-analytic choice is proposed (Equations (7) and (8)), based on natural stationary assumptions (Equations (4)). Adaptations and modifications for multidimensional cells are given (Section 4) and some alternatives are mentioned (Section 5).
Publié le : 1968-04-14
Classification:  
@article{1177698417,
     author = {Dickey, James M.},
     title = {Smoothed Estimates for Multinomial Cell Probabilities},
     journal = {Ann. Math. Statist.},
     volume = {39},
     number = {6},
     year = {1968},
     pages = { 561-566},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698417}
}

Dickey, James M. Smoothed Estimates for Multinomial Cell Probabilities. Ann. Math. Statist., Tome 39 (1968) no. 6, pp.  561-566. http://gdmltest.u-ga.fr/item/1177698417/