Discrete triangular distributions and non-parametric estimation for probability mass function

Abstract

Discrete triangular distributions are introduced, in order to serve as kernels in the non-parametric estimation for probability mass function. They are locally symmetric around every point of estimation. Their variances depend on the smoothing bandwidth and establish a bridge between Dirac and discrete uniform distributions. The boundary bias related to the discrete triangular kernel estimator is solved through a modification of the kernel near the boundary. The mean integrated squared errors and then the optimal bandwidth are investigated. We also study the adequate bandwidth for excess zeros. The performance of the discrete triangular kernel estimator is illustrated using simulated count data. An application to count data from football is described and compared with a binomial kernel estimator.

Keywords:

• Boundary bias
• Count data
• Discrete kernel estimator
• Excess zeros
• Variable kernel estimate

Acknowledgement

We thank an anonymous referee for her/his valuable comments.

Additional information

Notes on contributors

C. C. Kokonendji

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