Testing k-monotonicity of a discrete distribution. Application to the estimation of the number of classes in a population

DOI10.1016/J.CSDA.2018.02.006MaRDI QIDQ1663112zbMATHOpenAlexFDO

Authors Jade Giguelay, Sylvie Huet

Publication date 21 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.08676

zbMATH Keywords

goodness-of-fit testmodel estimationdiscrete \(k\)-monotone distributionestimation of the number of classes

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07)

Abstract: We develop here several goodness-of-fit tests for testing the k-monotonicity of a discrete density, based on the empirical distribution of the observations. Our tests are non-parametric, easy to implement and are proved to be asymptotically of the desired level and consistent. We propose an estimator of the degree of k-monotonicity of the distribution based on the non-parametric goodness-of-fit tests. We apply our work to the estimation of the total number of classes in a population. A large simulation study allows to assess the performances of our procedures.

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Cites work

• scientific article; zbMATH DE number 3537134 (Why is no real title available?)
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Cited in

(5)

• Near-optimal estimation of the unseen under regularly varying tail populations
• Multiple monotonicity of discrete distributions: the case of the Poisson model
• Completely monotone distributions: mixing, approximation and estimation of number of species
• Least squares estimation of a completely monotone pmf: from analysis to statistics
• Estimation of a discrete probability under constraint of \(k\)-monotonicity

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• logcondiscr

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