Optimal rate estimation of the mixing distribution in Poisson mixture models via Laplace inversion
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| Publication date | 08-2020 |
| Journal | Transactions of A. Razmadze Mathematical Institute |
| Volume | Issue number | 174 | 2 |
| Pages (from-to) | 175-188 |
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| Abstract | Consistent estimators of the mixing distribution in Poisson mixture models are constructed for both the right censored and the uncensored case. The estimators are based on a kind of Laplace inversion via factorial moments. The rate of convergence of the mean integrated squared error of these estimators is (log n/ log log n) 2. It is also shown that there do not exist estimators for which this rate is better. |
| Document type | Article |
| Language | English |
| Published at | http://www.rmi.ge/transactions/TRMI-volumes/174-2/174-2.htm |
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Optimal rate estimation of the mixing distribution
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