Convergence rates for the minimum complexity estimator of counting process intensities∗

DOI10.1080/10485250008832825zbMath0957.62003OpenAlexW2018783582MaRDI QIDQ4512743

Jocelyn Nembé, Gerard Gregoire

Publication date: 29 March 2001

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250008832825

zbMATH Keywords

censoringcounting processesintensity functionAalen modelhazard rate modelsminimum complexity estimationShannon code

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

Concentration inequalities for Poisson point processes with application to adaptive intensity estimation ⋮ Estimating the intensity of a random measure by histogram type estimators ⋮ Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution

Cites Work

• A universal prior for integers and estimation by minimum description length
• Smoothing counting process intensities by means of kernel functions
• Maximum likelihood estimation in the multiplicative intensity model via sieves
• Estimation for a semimartingale regression model using the method of sieves
• Modeling by shortest data description
• [https://portal.mardi4nfdi.de/wiki/Publication:3048064 Estimation des densit�s: risque minimax]
• Minimum complexity density estimation
• Density estimation by stochastic complexity
• Wavelet Methods for Curve Estimation
• On the Length of Programs for Computing Finite Binary Sequences
• PIECEWISE-POLYNOMIAL APPROXIMATIONS OF FUNCTIONS OF THE CLASSES $ W_{p}^{\alpha}$
• A formal theory of inductive inference. Part II

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