6533b86dfe1ef96bd12ca82f

RESEARCH PRODUCT

A Note on Robust Intensity Estimation for Point Processes

A. SärkkäA. Särkkä

subject

Statistics and ProbabilityEstimatorGeneral MedicineTrimmed estimatorPoint processTruncated distributionDistribution (mathematics)Robustness (computer science)StatisticsApplied mathematicsStatistics Probability and UncertaintyMinimax estimatorInvariant estimatorMathematics

description

A robust intensity estimator based on independent marking is derived. A simulation study is made to convince that the new estimator works also in such cases where the usual estimators based on the distance methods do not work. Some truncated distributions are derived.

https://doi.org/10.1002/bimj.4710340616