Seminar on Probability and Statistics

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Organizer(s) Nakahiro Yoshida, Hiroki Masuda, Teppei Ogihara, Yuta Koike

2008/12/17

16:20-17:30   Room #002 (Graduate School of Math. Sci. Bldg.)
Nicolas Privault (City University of Hong Kong)
Stein estimation of Poisson process intensities
[ Abstract ]
In this talk we will construct superefficient estimators of Stein type for the intensity parameter lambda > 0 of a Poisson process, using integration by parts and superharmonic functionals on the Poisson space.
[ Reference URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2008/11.html