統計数学セミナー
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Seminar on Probability and Statistics Wednesday December 17 2008 Tokyo 002 4:20-5:30 pm
Stein estimation of Poisson process intensities
Nicolas Privault City University of Hong Kong 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.
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