Displaying similar documents to “The lower variance bound of the disorder moment estimator for the negative binomial and Poisson processes”

Estimation variances for parameterized marked Poisson processes and for parameterized Poisson segment processes

Tomáš Mrkvička (2004)

Commentationes Mathematicae Universitatis Carolinae

Similarity:

A complete and sufficient statistic is found for stationary marked Poisson processes with a parametric distribution of marks. Then this statistic is used to derive the uniformly best unbiased estimator for the length density of a Poisson or Cox segment process with a parametric primary grain distribution. It is the number of segments with reference point within the sampling window divided by the window volume and multiplied by the uniformly best unbiased estimator of the mean segment...

Estimation of intersection intensity in a Poisson process of segments

Tomáš Mrkvička (2007)

Commentationes Mathematicae Universitatis Carolinae

Similarity:

The minimum variance unbiased estimator of the intensity of intersections is found for stationary Poisson process of segments with parameterized distribution of primary grain with known and unknown parameters. The minimum variance unbiased estimators are compared with commonly used estimators.

On an estimation problem for type I censored spatial Poisson processes

Jan Hurt, Petr Lachout, Dietmar Pfeifer (2001)

Kybernetika

Similarity:

In this paper we consider the problem of estimating the intensity of a spatial homogeneous Poisson process if a part of the observations (quadrat counts) is censored. The actual problem has occurred during a court case when one of the authors was a referee for the defense.

Segmentation of the Poisson and negative binomial rate models: a penalized estimator

Alice Cleynen, Emilie Lebarbier (2014)

ESAIM: Probability and Statistics

Similarity:

We consider the segmentation problem of Poisson and negative binomial (overdispersed Poisson) rate distributions. In segmentation, an important issue remains the choice of the number of segments. To this end, we propose a penalized -likelihood estimator where the penalty function is constructed in a non-asymptotic context following the works of L. Birgé and P. Massart. The resulting estimator is proved to satisfy an oracle inequality. The performances of our criterion is assessed using...

Estimation of summary characteristics from replicated spatial point processes

Zbyněk Pawlas (2011)

Kybernetika

Similarity:

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,...