Displaying similar documents to “Spatial prediction of the mark of a location-dependent marked point process: How the use of a parametric model may improve prediction”

Estimators of the asymptotic variance of stationary point processes - a comparison

Michaela Prokešová (2011)

Kybernetika

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We investigate estimators of the asymptotic variance σ 2 of a d –dimensional stationary point process Ψ which can be observed in convex and compact sampling window W n = n W . Asymptotic variance of Ψ is defined by the asymptotic relation V a r ( Ψ ( W n ) ) ∼ σ 2 | W n | (as n → ∞ ) and its existence is guaranteed whenever the corresponding reduced covariance measure γ red ( 2 ) ( · ) has finite total variation. The three estimators discussed in the paper are the kernel estimator, the estimator based on the second order intesity of the point process...

Theory of parameter estimation

Ryszard Zieliński (1997)

Banach Center Publications

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0. Introduction and summary. The analysis of data from the gravitational-wave detectors that are currently under construction in several countries will be a challenging problem. The reason is that gravitational-vawe signals are expected to be extremely weak and often very rare. Therefore it will be of great importance to implement optimal statistical methods to extract all possible information about the signals from the noisy data sets. Careful statistical analysis based on correct application...

Estimation of summary characteristics from replicated spatial point processes

Zbyněk Pawlas (2011)

Kybernetika

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Summary characteristics play an important role in the analysis of spatial point processes. We discuss various approaches to estimating summary characteristics from replicated observations of a stationary point process. The estimators are compared with respect to their integrated squared error. Simulations for three basic types of point processes help to indicate the best way of pooling the subwindow estimators. The most appropriate way depends on the particular summary characteristic,...

An alternative analysis of variance.

Nicholas T. Longford (2008)

SORT

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The one-way analysis of variance is a staple of elementary statistics courses. The hypothesis test of homogeneity of the means encourages the use of the selected-model based estimators which are usually assessed without any regard for the uncertainty about the outcome of the test. We expose the weaknesses of such estimators when the uncertainty is taken into account, as it should be, and propose synthetic estimators as an alternative.