Estimating the structural distribution function of cell probabilities
  We consider estimation of the structural distribution function of the cell probabilities of a multinomial sample in situations where the number of cells is large. We review the performance of the natural estimator, an estimator based on grouping the cells and a kernel type estimator. Inconsistency of the natural estimator and weak consistency of the other two estimators is derived by Poissonization and other, new, technical devices. 
B. van Es, C.A.J. Klaassen, R.M. Mnatsakanov