Item request has been placed! ×
Item request cannot be made. ×
loading  Processing Request

Decompounding: an estimation problem for Poisson random sums

Item request has been placed! ×
Item request cannot be made. ×
loading   Processing Request
اقرأ أكثر حفظ في قائمتي
  • معلومة اضافية
    • بيانات النشر:
      Institute of Mathematical Statistics
    • Collection:
      Australian National University: ANU Digital Collections
    • نبذة مختصرة :
      Given a sample from a compound Poisson distribution, we consider estimation of the corresponding rate parameter and base distribution. This has applications in insurance mathematics and queueing theory. We propose a plug-in type estimator that is based on a suitable inversion of the compounding operation. Asymptotic results for this estimator are obtained via a local analysis of the decompounding functional.
    • ISSN:
      0090-5364
    • Relation:
      http://hdl.handle.net/1885/99989; https://openresearch-repository.anu.edu.au/bitstream/1885/99989/5/01_Grubel_Decompounding-_an_estimation_2003.pdf.jpg
    • الرقم المعرف:
      10.1214/aos/1059655905
    • Rights:
      © Institute of Mathematical Statistics, 2003. http://www.sherpa.ac.uk/romeo/issn/0090-5364."author can archive publisher's version/PDF. On author's personal website or open access repository" from SHERPA/RoMEO site (as at 4/03/16).
    • الرقم المعرف:
      edsbas.81899863