Jones, M. C. and Vines, S. K.
(1998).
Choosing the smoothing parameter for unordered multinormal data.
Test: A Journal of the Spanish Statistical Society, 7(2),
pp. 413–426.
Abstract
We consider the estimation of multinomial probabilities in the non-sparse univariate unordered case. We describe a number of explicit methods (mostly pre-existing) for the choice of the smoothing parameter in this context. In simulations, we compare these methods in terms of mean root mean squared error performance. Our recommendation is for the routine use of the simplest Bayesian estimation formula in which the probability in the k'th cell is estimated by (nk +1)/(N+K) where nk is the count in the k'th cell, N is the sample size and K is the number of cells.
| Item Type: |
Journal Article
|
| Copyright Holders: |
1998, Springer Berlin / Heidelberg |
| ISSN: |
1133-0686 |
| Keywords: |
Bayes estimation; binomial data; cross-validation; mean squared error; shrinkage; unbiasedness |
| Academic Unit/Department: |
Other Departments > Other Departments |
| Item ID: |
24036 |
| Depositing User: |
Sarah Frain
|
| Date Deposited: |
05 May 2011 10:54 |
| Last Modified: |
05 May 2011 10:54 |
| URI: |
http://oro.open.ac.uk/id/eprint/24036 |
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