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L2-tests for sparse multinomials

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  • Liero, Hannelore
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    Abstract

    We consider the problem of testing cell probabilities in sparse multinomial data sets. The first test statistic is the sum of squares of differences between the hypothetical cell probabilities and the relative cell frequencies. For the second test we use the differences 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.

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    File URL: http://www.sciencedirect.com/science/article/B6V1D-44B58C8-D/2/d9d2fb360e999a7b7f1f97147f48ba09
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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 55 (2001)
    Issue (Month): 2 (November)
    Pages: 147-158

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    Handle: RePEc:eee:stapro:v:55:y:2001:i:2:p:147-158

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    Related research

    Keywords: Sparse data Local polynomial estimators Testing cell probabilities Power Limit theorems for sparse data;

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