Prépublications Du Département De Mathématiques Stein Estimation of Poisson Process Intensities. Stein Estimation of Poisson Process Intensities
نویسندگان
چکیده
We construct superefficient estimators of Stein type for the intensity parameter λ > 0 of a Poisson process, using integration by parts and superharmonic functionals on the Poisson space.
منابع مشابه
Stein estimation of Poisson process intensities
We construct superefficient estimators of Stein type for the intensity parameter λ > 0 of a Poisson process, using integration by parts and superharmonic functionals on the Poisson space.
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