On Underdispersed Count Kernels for Smoothing Probability Mass Functions

Only a few count smoothers are available for the widespread use of discrete associated kernel estimators, and their constructions lack systematic approaches. This paper proposes the mean dispersion technique for building count kernels. It is only applicable to count distributions that exhibit the un...

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Bibliographic Details
Main Authors: Célestin C. Kokonendji, Sobom M. Somé, Youssef Esstafa, Marcelo Bourguignon
Format: Article
Language:English
Published: MDPI AG 2023-11-01
Series:Stats
Subjects:
Online Access:https://www.mdpi.com/2571-905X/6/4/76
Description
Summary:Only a few count smoothers are available for the widespread use of discrete associated kernel estimators, and their constructions lack systematic approaches. This paper proposes the mean dispersion technique for building count kernels. It is only applicable to count distributions that exhibit the underdispersion property, which ensures the convergence of the corresponding estimators. In addition to the well-known binomial and recent CoM-Poisson kernels, we introduce two new ones such the double Poisson and gamma-count kernels. Despite the challenging problem of obtaining explicit expressions, these kernels effectively smooth densities. Their good performances are pointed out from both numerical and comparative analyses, particularly for small and moderate sample sizes. The optimal tuning parameter is here investigated by integrated squared errors. Also, the added advantage of faster computation times is really very interesting. Thus, the overall accuracy of two newly suggested kernels appears to be between the two old ones. Finally, an application including a tail probability estimation on a real count data and some concluding remarks are given.
ISSN:2571-905X