Nonparametric estimation in random sum models

Let X1,X2,…,XN be independent, identically distributed, non-negative, integervalued random variables and let N be a non-negative, integer-valued random variable independent of X1,X2,…,XN . In this paper, we consider two nonparametric estimation problems for the random sum variable. The first is the...

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Bibliographic Details
Main Authors: Hassan S. Bakouch, Thomas A. Severini
Format: Article
Language:English
Published: University of Bologna 2013-05-01
Series:Statistica
Online Access:http://rivista-statistica.unibo.it/article/view/3549