Model selection for Poisson processes with covariates
نویسندگان
چکیده
منابع مشابه
Model selection for Poisson processes
Our purpose in this paper is to apply the general methodology for model selection based on T-estimators developed in Birgé (2006a) to the particular situation of the estimation of the unknown mean measure of a Poisson process. We introduce a Hellinger type distance between finite positive measures to serve as our loss function and we build suitable tests between balls (with respect to this dist...
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Our purpose in this paper is to apply the general methodology for model selection based on T-estimators developed in Birgé (2006a) to the particular situation of the estimation of the unknown mean measure of a Poisson process. We introduce a Hellinger type distance between finite positive measures to serve as our loss function and we build suitable tests between balls (with respect to this dist...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2015
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2014022