On Z-estimation by rounded data |
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Authors: | Yoichi Nishiyama |
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Institution: | The Institute of Statistical Mathematics, 10-3 Midori-cho, Tachikawa, Tokyo 190-8562, Japan |
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Abstract: | It is often assumed in statistics that the random variables under consideration come from a continuous distribution. However, real data is always given in a rounded (discretized) form. The rounding errors become serious when the sample size is large. In this paper, we consider the situation where the mesh of discretization tends to zero as the sample size tends to infinity, and give some sets of sufficient conditions under which the rounding errors can be asymptotically ignored, in the context of Z-estimation. It is theoretically proved that the mid-point discretization is preferable. |
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Keywords: | Discretized observation Rounded data Estimating function |
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