Theory & Methods: Estimating the parameters of Poisson‐exponential models
From MaRDI portal
Publication:4415520
DOI10.1111/1467-842X.00225zbMath1023.62020MaRDI QIDQ4415520
No author found.
Publication date: 28 October 2003
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-842x.00225
maximum likelihood estimator; method of moments; compound Poisson model; non-central chi-squared distribution; empirical moment generating function; mixed-moments procedure
62F10: Point estimation
Related Items
Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function, Tests for normal mixtures based on the empirical characteristic function, Estimation in the three-parameter inverse Gaussian distribution, A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function, Normality testing for a long-memory sequence using the empirical moment generating function, Estimating latency from inhibitory input, Graphical procedures and goodness-of-fit tests for the compound poisson-exponential distribution