Bandwidth selection for local polynomial smoothing of multinomial data (Q1297869)
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English | Bandwidth selection for local polynomial smoothing of multinomial data |
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Bandwidth selection for local polynomial smoothing of multinomial data (English)
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14 September 1999
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The paper deals with the development of methodology for selecting local and global bandwidths for local polynomial smoothing of multinomial data. Let \(P=(P_{1}, \ldots,P_{k})^{T}\) denote the probabilities of a \(k\)-cell multinomial distribution and let \(\bar P=(\bar P_{1},\ldots,\bar P_{k})^{T}\) be cell proportions. The performance of the estimator \(\hat P^{A}(h)\) for estimating \(P^{A}=I_{A}P\) is measured by \[ MSSE_{A}(h,P)=\sum_{i\in A} E[\hat P_{i}(h)-P_{i}]^{2}, \] where \(A\) is a subset of the set of indexes \(\{1,\ldots,k\}\), \(h>0\) is the bandwidth. The optimal bandwidth is \(h_{M}^{A}= {\text{arg min}}_{h>0}(MSSE_{A}(h,P))\). A double smoothing bandwidth selection strategy involves replacing the unknown \(P\) in \(MSSE_{A}(h,P)\) by an estimate \(S_{g^{A} \bar P}\), where \(g^{A}\) is another bandwidth, \(S_{h}\) is a smoother matrix. The authors propose an algorithm for searching the optimal bandwidth. An application of the obtained bandwidth selection strategy to mine data is presented.
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categorical data
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contingency tables
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double smoothing
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kernel estimators
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