Asymptotically minimax estimation of order-constrained parameters and eigenfunctions of the laplacian on the ball
Adam Korányi, K. Brenda MacGibbon (2002)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Displaying similar documents to “Asymptotically minimax estimation of a constrained Poisson vector via polydisc transforms”
Asymptotically minimax estimation of order-constrained parameters and eigenfunctions of the laplacian on the ball
On asymptotic minimaxity of the adaptative kernel estimate of a density function
Jean Bretagnolle, Jan Mielniczuk (1989)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Some methods of estimation for a trivariate Poisson distribution
S Loukas (1991)
Applicationes Mathematicae
Similarity:
Minimax and Bayes estimation when the loss function is unknown
S. Trybuła (1987)
Applicationes Mathematicae
Similarity:
On an estimation problem for type I censored spatial Poisson processes
Jan Hurt, Petr Lachout, Dietmar Pfeifer (2001)
Kybernetika
Similarity:
In this paper we consider the problem of estimating the intensity of a spatial homogeneous Poisson process if a part of the observations (quadrat counts) is censored. The actual problem has occurred during a court case when one of the authors was a referee for the defense.
On a trivariate Poisson distribution
Sotirios Loukas, Evgenia H. Papageorgiou (1991)
Applications of Mathematics
Similarity:
A four parameter trivariate Poisson distribution is considered. Recurrences for the probabilities and the partial derivatives of the probabilities with respect to the parameters are derived. Solutions of the maximum likelihood equations are obtaired and the determinant of their asymptotic covariance matrix is given. Applications of the maximum likelihood estimation technique to simulated data sets are also examined.
Segmentation of the Poisson and negative binomial rate models: a penalized estimator
Alice Cleynen, Emilie Lebarbier (2014)
ESAIM: Probability and Statistics
Similarity:
We consider the segmentation problem of Poisson and negative binomial (overdispersed Poisson) rate distributions. In segmentation, an important issue remains the choice of the number of segments. To this end, we propose a penalized -likelihood estimator where the penalty function is constructed in a non-asymptotic context following the works of L. Birgé and P. Massart. The resulting estimator is proved to satisfy an oracle inequality. The performances of our criterion is assessed using...