Calculation of the deficiency of some statistical estimators constructed from samples with random sizes

DOI10.4064/CM7327-7-2018MaRDI QIDQ5226494zbMATH OpenOpenAlexWikidataFDO

Authors V. Yu. Korolev, Vladimir E. Bening, Alexander I. Zejfman

Publication date 31 July 2019

Published in Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/cm7327-7-2018

zbMATH Keywords

asymptotic expansionbinomial distributionPoisson distributiondeficiencyestimatorrisk functionsample with random sizeasymptotic deficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)

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• A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes
• Calculation of the deficiency of some statistical estimators constructed from samples with random sizes
• Deficiency
• Generalized Poisson Models and their Applications in Insurance and Finance
• On an Application of the Student Distribution in the Theory of Probability and Mathematical Statistics
• On convergence of the distributions of random sequences with independent random indexes to variance-mean mixtures

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(3)

• Calculation of the deficiency of some statistical estimators constructed from samples with random sizes
• Method of estimation from samples with random sample sizes
• On risks of estimates based on random-size samples

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