Local polynomial estimation of Poisson intensities in the presence of reporting delays

被引:2
|
作者
Chen, Feng [1 ]
Huggins, Richard M. [2 ]
Yip, Paul S. F.
Lam, K. F.
机构
[1] Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China
[2] Univ Melbourne, Melbourne, Vic 3010, Australia
关键词
counting process; martingale; non-parametric procedure; partial observation; suicide cases;
D O I
10.1111/j.1467-9876.2008.00624.x
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The system for monitoring suicides in Hong Kong has considerable delays in reporting as the cause of death needs to be determined by a coroner's investigation. However, timely estimates of suicide rates are desirable to assist in the formulation of public health policies. This motivated us to develop a non-parametric procedure to estimate the intensity function of a Poisson process in the presence of reporting delays. We give closed form estimators of the Poisson intensity and the delay distribution, conduct simulation studies to evaluate the method proposed and derive their asymptotic properties. The method proposed is applied to estimate the intensity of suicide in Hong Kong.
引用
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页码:447 / 459
页数:13
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