SSP'05 -- Proceedings

	IEEE/SP 13th workshop on Statistical Signal Processing July, 17-20, 2005 - Bordeaux - France

Information regarding the paper

Title

Composite Likelihood Estimation for Multivariate Mixed Poisson Distributions

Author(s)

Florent Chatelain	IRIT/ENSEEIHT/TéSA
Jean-Yves Tourneret	IRIT/ENSEEIHT/TéSA

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Abstract

This paper addresses the problem of estimating the parameters of multivariate mixed Poisson distributions. The classical maximum likelihood approach cannot be used for such distributions since they cannot be expressed in simple closed-form. This paper studies an estimation strategy based on the maximization of a so-called composite likelihood criterion. This strategy is compared to a more classical estimator based on the method of moments.