Denis Belomestny, Ekaterina Morozova, Vladimir Panov
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引用次数: 0
摘要
本文讨论复合模型的统计推断,复合模型定义为 i.i.d. 随机变量ξ1+⋯+ξN 的和,其中和的数量 N 是一个独立的随机变量。
Nonparametric statistical inference for compound models
This paper deals with the statistical inference in compound models, which are defined as a sum of i.i.d. random variables ξ1+⋯+ξN, where the number of summands, N, is a random variable independent ...
期刊介绍:
Statistics publishes papers developing and analysing new methods for any active field of statistics, motivated by real-life problems. Papers submitted for consideration should provide interesting and novel contributions to statistical theory and its applications with rigorous mathematical results and proofs. Moreover, numerical simulations and application to real data sets can improve the quality of papers, and should be included where appropriate. Statistics does not publish papers which represent mere application of existing procedures to case studies, and papers are required to contain methodological or theoretical innovation. Topics of interest include, for example, nonparametric statistics, time series, analysis of topological or functional data. Furthermore the journal also welcomes submissions in the field of theoretical econometrics and its links to mathematical statistics.