Abstract
The empirical intensity function of the Poisson point process is shown to be a nonparametric minimax estimator for a weighted quadratic loss function.
Citation
Albert Y. Lo. "A Note on the Minimax Estimation of the Poisson Intensity Function." Ann. Statist. 10 (3) 1009 - 1011, September, 1982. https://doi.org/10.1214/aos/1176345891
Information