Minimax regression estimation for Poisson coprocess
نویسندگان
چکیده
منابع مشابه
Minimax regression estimation for Poisson coprocess
For a Poisson point process X , Itô’s famous chaos expansion implies that every square integrable regression function r with covariate X can be decomposed as a sum of multiple stochastic integrals called chaos. In this paper, we consider the case where r can be decomposed as a sum of δ chaos. In the spirit of Cadre and Truquet (2015), we introduce a semiparametric estimate of r based on i.i.d. ...
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In Generalized Linear Models, likelihood equations are intractable and do not have explicit solutions; thus, they must be solved by using Newton-type algorithms. Solving these equations by iterations, however, can be problematic: the iterations might converge to wrong values or the iterations might not converge at all. In this study, we derive the modified maximum likelihood estimators for Pois...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2017
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2017004