A note on the minimax estimation of the Poisson intensity function

DOI10.1214/aos/1176345891zbMath0487.62070OpenAlexW1970701386MaRDI QIDQ1165543

Albert Y. Lo

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345891

zbMATH Keywords

Poisson point processempirical intensity functionnonparametric minimax estimatorweighted quadratic loss function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05) Statistical decision theory (62C99)

Related Items (1)

Bayesian inference for poisson process models with censored data.

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