Efficiency of the even-frequency method for estimating the parameters of a three-parameter compound Poisson distributionстатья
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Аннотация:Point estimation issues are investigated for the three-parameter family of compound Poisson distributions.
Formulas for parameter estimators and their covariance matrix are derived by the
even-frequency method; the asymptotic efficiency of the estimators is expressed with an informant
in series form. The efficiency of even-frequency estimation is computed and analyzed for the
parameter characteristics.