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Efficiency of the even-frequency method for estimating the parameters of a three-parameter compound Poisson distribution

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Abstract

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.

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References

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Authors
  1. A. G. Belov
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Translated from Prikladnaya Matematika i Informatika, No. 25, pp. 99–106, 2007.

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Belov, A.G. Efficiency of the even-frequency method for estimating the parameters of a three-parameter compound Poisson distribution. Comput Math Model 19, 230–237 (2008). https://doi.org/10.1007/s10598-008-0016-5

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  • DOI: https://doi.org/10.1007/s10598-008-0016-5

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