Research output: Contribution to journal › Article › peer-review
Asymptotically Normal Estimators for Zipf’s Law. / Chebunin, Mikhail; Kovalevskii, Artyom.
In: Sankhya A, Vol. 81, No. 2, 01.12.2019, p. 482-492.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Asymptotically Normal Estimators for Zipf’s Law
AU - Chebunin, Mikhail
AU - Kovalevskii, Artyom
PY - 2019/12/1
Y1 - 2019/12/1
N2 - We study an infinite urn scheme with probabilities corresponding to a power function. Urns here represent words from an infinitely large vocabulary. We propose asymptotically normal estimators of the exponent of the power function. The estimators use the number of different elements and a few similar statistics. If we use only one of the statistics we need to know asymptotics of a normalizing constant (a function of a parameter). All the estimators are implicit in this case. If we use two statistics then the estimators are explicit, but their rates of convergence are lower than those for estimators with the known normalizing constant.
AB - We study an infinite urn scheme with probabilities corresponding to a power function. Urns here represent words from an infinitely large vocabulary. We propose asymptotically normal estimators of the exponent of the power function. The estimators use the number of different elements and a few similar statistics. If we use only one of the statistics we need to know asymptotics of a normalizing constant (a function of a parameter). All the estimators are implicit in this case. If we use two statistics then the estimators are explicit, but their rates of convergence are lower than those for estimators with the known normalizing constant.
KW - Asymptotic normality.
KW - Infinite urn scheme
KW - Zipf’s law
KW - Asymptotic normality
KW - Primary 62F10; Secondary 62F12
UR - http://www.scopus.com/inward/record.url?scp=85049888530&partnerID=8YFLogxK
U2 - 10.1007/s13171-018-0135-9
DO - 10.1007/s13171-018-0135-9
M3 - Article
AN - SCOPUS:85049888530
VL - 81
SP - 482
EP - 492
JO - Sankhya A
JF - Sankhya A
SN - 0976-836X
IS - 2
ER -
ID: 14869798