Decompounding: an estimation problem for Poisson random sums
نویسندگان
چکیده
منابع مشابه
Decompounding Poisson random sums: recursively truncated estimates in the discrete case
Given a sample from a discrete compound Poisson distribution, we consider variants of plug-in and likelihood estimators for the corresponding base distribution. These proceed recursively with an intermediate truncation step. We discuss the asymptotic behaviour of the estimators and give some numerical examples. It appears that both procedures result in a considerable improvement if compared wit...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2003
ISSN: 0090-5364
DOI: 10.1214/aos/1059655905