Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/106839
Type: Artigo de periódico
Title: Penalized Maximum Likelihood Estimation For A Function Of The Intensity Of A Poisson Point Process
Author: Dias R.
Ferreira C.S.
Garcia N.L.
Abstract: Let f: [a,b] → ℝ be an unknown 2 times differentiable function and consider M to be an α- homogeneous Poisson process on Graf(f). The goal is to estimate f having a sample of the inhomogeneous Poisson process N constructed by dislocating each point of M perpendicularly to Graf(f) by a normal random variable with zero mean and constant variance σ2. The exact formulas for the mean measure and the intensity function of N are obtained. Then, the function f is estimated directly using a hybrid spline approach to penalized maximum likelihood. Simulation results indicate the procedure to be consistent as α → ∞ and σ2 → 0. © 2006 Springer Science+Business Media, LLC.
Editor: 
Rights: fechado
Identifier DOI: 10.1007/s11203-006-9005-5
Address: http://www.scopus.com/inward/record.url?eid=2-s2.0-35648938116&partnerID=40&md5=cbf7933d86662c6285317ec6f697f5a6
Date Issue: 2008
Appears in Collections:Unicamp - Artigos e Outros Documentos

Files in This Item:
File SizeFormat 
2-s2.0-35648938116.pdf694.95 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.