Abstract
The empirical intensity function of the Poisson point process is shown to be a nonparametric minimax estimator for a weighted quadratic loss function.
Citation
Albert Y. Lo. "A Note on the Minimax Estimation of the Poisson Intensity Function." Ann. Statist. 10 (3) 1009 - 1011, September, 1982. https://doi.org/10.1214/aos/1176345891
Information
Published: September, 1982
First available in Project Euclid: 12 April 2007
zbMATH: 0487.62070
MathSciNet: MR663452
Digital Object Identifier: 10.1214/aos/1176345891
Keywords:
62
,
Bayesian nonparametric method
,
C99
,
minimax estimation
,
Poisson intensity function
Rights: Copyright © 1982 Institute of Mathematical Statistics
