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On the Performance of Kernel Estimators for High-Dimensional, Sparse Binary Data

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Author Info
Grund, B.
Hall, P.
Abstract

We develop mathematical models for high-dimensional binary distributions, and apply them to the study of smoothing methods for sparse binary data. Specifically, we treat the kernel-type estimator developed by Aitchison and Aitken (Biometrika63 (1976), 413-420). Our analysis is of an asymptotic nature. It permits a concise account of the way in which data dimension, data sparseness, and distribution smoothness interact to determine the over-all performance of smoothing methods. Previous work on this problem has been hampered by the requirement that the data dimension be fixed. Our approach allows dimension to increase with sample size, so that the theoretical model may accurately reflect the situations encountered in practice; e.g., approximately 20 dimensions and 40 data points. We compare the performance of kernel estimators with that of the cell frequency estimator, and describe the effectiveness of cross-validation.

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Article provided by Elsevier in its journal Journal of Multivariate Analysis.

Volume (Year): 44 (1993)
Issue (Month): 2 (February)
Pages: 321-344
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Handle: RePEc:eee:jmvana:v:44:y:1993:i:2:p:321-344

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  1. Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR). [Downloadable!]
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  2. Qi Li & Esfandiar Maasoumi & Jeffrey S. Racine, 2008. "A Nonparametric Test For Equality Of Distributions With Mixed Categorical And Continuous Data," Emory Economics 0805, Department of Economics, Emory University (Atlanta). [Downloadable!]
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