Compound poisson distributions: Properties and estimation*

DOI10.1080/03610929208830965zbMath0774.62026OpenAlexW2038217236MaRDI QIDQ4202646

Younshik Chung, Dey, Dipak K.

Publication date: 15 November 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830965

zbMATH Keywords

momentsprobability generating functiongamma distributionunbiasednessunbiased estimatorsdifference inequalitysimultaneous estimationmixing processmultivariate compound Poisson distributionnormalized squared error loss\(p\)-distributionsconditional probability mass functionrisk simulationsrobustness of the Clevenson-Zidek type estimator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Point estimation (62F10) Bayesian inference (62F15) Monte Carlo methods (65C05)

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