Maximum Likelihood Estimation of a Poisson Parameter in a Model of Equioverlapping Samples:A Simulation Study

DOI10.1080/03610918908812827zbMath0695.62080OpenAlexW2007632006MaRDI QIDQ3471405

Heinz Weingarten, Udo Kamps

Publication date: 1989

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918908812827

zbMATH Keywords

simulationmaximum likelihood estimationequioverlapping samplesmultivariate Poisson distributions

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

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• Chebyshev polynomials and least squares estimation based on one-dependent random variables
• Bounds on the efficiency of estimates based on overlapping data
• Estimation based on equioverlapping samples
• Hellinger distances and α-entropy in a one-parameter class of density functions
• Estimation for the bivariate Poisson distribution

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