Estimation in the generalized Poisson model via robust testing |
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Authors: | Tadeusz Bednarski |
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Institution: | (1) Institute of Mathematics, Technical University, ul. Podgorna 50, 65-246 Zielona Gora, Poland (e-mail T.Bednarski@im.pz.zgora.pl), PL |
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Abstract: | An estimation method is presented which compromises robust efficiency with computational feasibility in the case of the generalized
Poisson model. The formal setup is built on flexible nonparametric extensions of the underlying model. The estimation efficiency
is expressed via minimax properties of tests resulting from expansions of estimators. The nonparametric neighborhoods related
to the proposed score function are exemplified and a real data case is analysed. The resulting method balances several qualitative
features of statistical inference: strong differentiability (asymptotic derivations are more accurate), efficiency and natural
model extension (quality of formal basic assumptions). |
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Keywords: | : generalized Poisson model robustness capacities |
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