Robust and Efficient Estimation for Count Data Using L2 Optimization

2016/06/14 by Jiwoong Kim, Kim, Jiwoong
Mathematics · #Advanced Statistical Methods and Models #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #stat.CO

paper · pdf · doi:10.48550/arxiv.1606.04182

openalex publication_date 2016/06/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Abstract

This paper proposes a novel method to estimate the rate parameter of the Poisson distribution. The proposed method employs the Cramer-von Mises type optimization which has been commonly used in estimating parameters of continuous distributions. Upon obtaining the estimator through the proposed method, its desirable properties such as asymptotic distribution and robustness are rigorously investigated. Simulation studies serve to demonstrate that the proposed method compares favorably with other well-celebrated methods including the maximum likelihood method.

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