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Stein estimation of Poisson process intensities

✍ Scribed by Nicolas Privault; Anthony Réveillac


Publisher
Springer Netherlands
Year
2007
Tongue
English
Weight
310 KB
Volume
12
Category
Article
ISSN
1387-0874

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Estimation of linear functionals of Pois
✍ Yu.A. Kutoyants; F. Liese 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 455 KB

For i.i.d. Poisson point processes with intensity measure A an estimator for 0f(A)=f f dA is introduced. Consistency as well as rates for the convergence are established. An Edgeworth-type expansion for the distribution function is obtained. The estimator is asymptotically efficient in the sense of