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Estimation of intersection intensity in a Poisson process of segments

Tomáš Mrkvička (2007)

Commentationes Mathematicae Universitatis Carolinae

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.

Estimation of parameters in a network reliability model with spatial dependence

Ian Hepburn Dinwoodie (2010)

ESAIM: Probability and Statistics

An iterative method based on a fixed-point property is proposed for finding maximum likelihood estimators for parameters in a model of network reliability with spatial dependence. The method is shown to converge at a geometric rate under natural conditions on data.

Estimation of parameters in a network reliability model with spatial dependence

Ian Hepburn Dinwoodie (2005)

ESAIM: Probability and Statistics

An iterative method based on a fixed-point property is proposed for finding maximum likelihood estimators for parameters in a model of network reliability with spatial dependence. The method is shown to converge at a geometric rate under natural conditions on data.

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

Tomáš Mrkvička (2004)

Commentationes Mathematicae Universitatis Carolinae

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 length.

Existence, Consistency and computer simulation for selected variants of minimum distance estimators

Václav Kůs, Domingo Morales, Jitka Hrabáková, Iva Frýdlová (2018)

Kybernetika

The paper deals with sufficient conditions for the existence of general approximate minimum distance estimator (AMDE) of a probability density function f 0 on the real line. It shows that the AMDE always exists when the bounded φ -divergence, Kolmogorov, Lévy, Cramér, or discrepancy distance is used. Consequently, n - 1 / 2 consistency rate in any bounded φ -divergence is established for Kolmogorov, Lévy, and discrepancy estimators under the condition that the degree of variations of the corresponding family...

Extensions of the Frisch-Waugh-Lovell Theorem

Jürgen Groß, Simo Puntanen (2005)

Discussiones Mathematicae Probability and Statistics

In this paper we introduce extensions of the so-called Frisch-Waugh-Lovell Theorem. This is done by employing the close relationship between the concept of linear sufficiency and the appropriate reduction of linear models. Some specific reduced models which demonstrate alternatives to the Frisch-Waugh-Lovell procedure are discussed.

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