TY - JOUR
AU - Bakouch, Hassan S.
AU - Severini, Thomas A.
PY - 2009/01/01
Y2 - 2022/05/22
TI - Nonparametric estimation in random sum models
JF - Statistica
JA - Stat
VL - 69
IS - 1
SE - Articles
DO - 10.6092/issn.1973-2201/3549
UR - https://rivista-statistica.unibo.it/article/view/3549
SP - 73-88
AB - 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 estimation of the means of Xi and N based on the second-moment assumptions on distributions of Xi and N . The second is the nonparametric estimation of the distribution of Xi given a parametric model for the distribution of N . Some asymptotic properties of the proposed estimators are discussed.
ER -