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A Note on the Estimation of Non‐Differentiable Functions of MuItinomial ProbabiIities

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  • M. Weba

Abstract

. Consider the problem of estimating f(θ) where fis a given function and 8 is the unknown parameter of a multinomial distribution. In order to describe the asymptotic behaviour of the frequency substitution estimator, conventional methods typically require differentiability of f, and the error representations depend on the unknown parameter θ. In this note, a pararneter‐free bound for the mean square error is derived which requires continuity of f only.

Suggested Citation

  • M. Weba, 1992. "A Note on the Estimation of Non‐Differentiable Functions of MuItinomial ProbabiIities," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 46(4), pages 247-249, December.
    • Handle: RePEc:bla:stanee:v:46:y:1992:i:4:p:247-249
    DOI: 10.1111/j.1467-9574.1992.tb01342.x
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