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A note on density estimation for Poisson mixtures

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  • McKay, Ian

Abstract

Let X be a random variable that has the distribution of a Poisson mixture with an absolutely continuous mixing distribution. An elementary proof is given that any estimator of the mixing density must converge slower than any power of the sample size.

Suggested Citation

  • McKay, Ian, 1996. "A note on density estimation for Poisson mixtures," Statistics & Probability Letters, Elsevier, vol. 27(3), pages 255-258, April.
    • Handle: RePEc:eee:stapro:v:27:y:1996:i:3:p:255-258
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    References listed on IDEAS

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    1. Nychka, Douglas, 1990. "Some properties of adding a smoothing step to the EM algorithm," Statistics & Probability Letters, Elsevier, vol. 9(2), pages 187-193, February.
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