Empirical Bayes prediction for a compound Poisson-multinomial process

DOI10.1016/0167-7152(90)90029-7MaRDI QIDQ908609zbMATH OpenOpenAlexFDO

Authors Jack C. Lee, Darius J. Sabavala, Siddhartha R. Dalal

Publication date 1990

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(90)90029-7

zbMATH Keywords

nonparametric empirical Bayesdependence structurecompound processAsymptotic variances of the predictorstwo-stage Poisson multinomial process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Empirical decision procedures; empirical Bayes procedures (62C12) Nonparametric inference (62G99)

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Cites work

• scientific article; zbMATH DE number 3124366 (Why is no real title available?)
• scientific article; zbMATH DE number 3969892 (Why is no real title available?)
• Parametric Empirical Bayes Inference: Theory and Applications
• Predicting Future Random Events Based on Past Performance
• Prediction and estimation for the compound Poisson distribution
• THE POPULATION FREQUENCIES OF SPECIES AND THE ESTIMATION OF POPULATION PARAMETERS

Cited in

(1)

• Simultaneous prediction for independent Poisson processes with different durations

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