Adaptive Laguerre density estimation for mixed Poisson models
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Cites work
- A Poisson mixed model with nonnormal random effect distribution
- Adaptive demixing in Poisson mixture models
- Adaptive estimation of the intensity of inhomogeneous Poisson processes via concentration inequalities
- Adaptive wavelet estimator for nonparametric density deconvolution
- Combined nonparametric inference and state estimation for mixed poisson processes
- Concentration around the mean for maxima of empirical processes
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Estimating Mixing Densities in Exponential Family Models for Discrete Variables
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- Introduction to nonparametric estimation
- Maximum likelihood estimation of a compound Poisson process
- Minimal penalties for Gaussian model selection
- Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
- Near optimal thresholding estimation of a Poisson intensity on the real line
- Non-life insurance mathematics. An introduction with the Poisson process
- Nonparametric estimation of mixing densities for discrete distributions
- Nonparametric estimation of the mixing density using polynomials
- On estimating mixing densities in discrete exponential family models
- On the optimal rates of convergence for nonparametric deconvolution problems
- Slope heuristics: overview and implementation
- Stable and Efficient Spectral Methods in Unbounded Domains Using Laguerre Functions
- Statistical inference for spatial Poisson processes
- Statistical inference for time-changed Lévy processes via Mellin transform approach
- Statistical Skorohod embedding problem: optimality and asymptotic normality
- What is a Sobolev space for the Laguerre function systems?
Cited in
(29)- Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution
- Laguerre and Hermite bases for inverse problems
- Laguerre deconvolution with unknown matrix operator
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
- Drift estimation on non compact support for diffusion models
- Nonparametric estimation for i.i.d. Gaussian continuous time moving average models
- Estimation of stopping times for stopped self-similar random processes
- Estimation of multivariate generalized gamma convolutions through Laguerre expansions
- Global correction of projection estimators under local constraint
- Nonparametric estimation of the expected discounted penalty function in the compound Poisson model
- Anisotropic multivariate deconvolution using projection on the Laguerre basis
- Anisotropic functional Laplace deconvolution
- Valuing guaranteed equity-linked contracts by Laguerre series expansion
- Nonparametric estimation of the mixing density using polynomials
- Estimation of a delta-contaminated density of a random intensity of Poisson data
- Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps
- Statistical inference for time-changed Lévy processes via Mellin transform approach
- Nonparametric estimation in a multiplicative censoring model with symmetric noise
- Solution of linear ill-posed problems using overcomplete dictionaries
- Statistical inference for renewal processes
- Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
- Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion
- Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series
- Nonparametric survival function estimation for data subject to interval censoring case 2
- Finite-time ruin probabilities using bivariate Laguerre series
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times
- Laguerre series expansion for scale functions and its applications in risk theory
- Efficient quantile regression under censoring using Laguerre polynomials
- Nonparametric estimation in SDE models involving an explanatory process
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