Efficiency of the even-frequency method for estimating the parameters of a three-parameter compound Poisson distribution
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Point estimation issues are investigated for the three-parameter family of compound Poisson distributions. Formulas for parameter estimators and their covariance matrix are derived by the even-frequency method; the asymptotic efficiency of the estimators is expressed with an informant in series form. The efficiency of even-frequency estimation is computed and analyzed for the parameter characteristics.
KeywordsCovariance Matrix POISSON Distribution Parameter Estimator Estimator Efficiency Series Form
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