統計数学セミナー
Seminar on Probability and Statistics
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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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Seminar on Probability and Statistics