© 1998 by Biometrika Trust
Semiparametric smoothing for discrete data
Centre for Statistics, Department of Mathematics, The University of Queensland Brisbane, Queensland 4072, Australia mjf{at}maths.uq.edu.au
Department of Statistics, The Open University Walton Hall, Milton Keynes MK7 6AA, U.K. m.c.jones{at}open.ac.uk
A method for semiparametric smoothing of discrete data is proposed. The method consists of the repeated application of a Markov chain transition matrix constructed so as to have a given standard discrete parametric vehicle model as its stationary distribution. Theory and practical examples suggest that the approach yields improved performance over fully nonparametric methods when the vehicle model is a good one and otherwise provides a method comparable to fully nonparametric smoothers. An automatic choice of the amount of smoothing is proposed and used.
Key Words: Bionomil Markov chain Poisson Probability function estimate Smoothing parameter selection Stationary distribution