Journal article
Asymptotic Properties of Maximum Likelihood Estimates in the Mixed Poisson Model
The Annals of statistics, Vol.12(4), pp.1388-1399
12/01/1984
DOI: 10.1214/aos/1176346799
Abstract
This paper considers the asymptotic behavior of the maximum likelihood estimators (mle's) of the probabilities of a mixed Poisson distribution with a nonparametric mixing distribution. The vector of estimated probabilities is shown to converge in probability to the vector of mixed probabilities at rate n1/2-ε for any $\varepsilon > 0$ under a generalized χ2 distance function. It is then shown that any finite set of the mle's has the same joint limiting distribution as does the corresponding set of sample proportions when the support of the mixing distribution G0 is an infinite set with a known upper bound and G0 satisfies a certain condition at zero.
Details
- Title: Subtitle
- Asymptotic Properties of Maximum Likelihood Estimates in the Mixed Poisson Model
- Creators
- Diane LambertLuke Tierney
- Resource Type
- Journal article
- Publication Details
- The Annals of statistics, Vol.12(4), pp.1388-1399
- DOI
- 10.1214/aos/1176346799
- ISSN
- 0090-5364
- eISSN
- 2168-8966
- Language
- English
- Date published
- 12/01/1984
- Academic Unit
- Statistics and Actuarial Science
- Record Identifier
- 9984257607202771
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