| Abstract: | Point estimation issues are investigated for the three-parameter family of compound Poisson distributions. Formulas for parameter
estimators and their covariance matrix are derived by the even-frequency method; the asymptotic efficiency of the estimators
is expressed with an informant in series form. The efficiency of even-frequency estimation is computed and analyzed for the
parameter characteristics.
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Translated from Prikladnaya Matematika i Informatika, No. 25, pp. 99–106, 2007. |
