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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.
Rights: fechado
Identifier DOI: 10.1007/s11203-006-9005-5
Date Issue: 2008
Appears in Collections:Unicamp - Artigos e Outros Documentos

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