Moment estimation for statistics from marked point processes
成果类型:
Article
署名作者:
Politis, DN; Sherman, M
署名单位:
Texas A&M University System; Texas A&M University College Station; University of California System; University of California San Diego
刊物名称:
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
ISSN/ISSBN:
1369-7412
DOI:
10.1111/1467-9868.00284
发表日期:
2001
页码:
261-275
关键词:
Bootstrap
variance
Poisson
摘要:
In spatial statistics the data typically consist of measurements of some quantity at irregularly scattered locations; in other words, the data form a realization of a marked point process. In this paper, we formulate subsampling estimators of the moments of general statistics computed from marked point process data, and we establish their L-2-consistency. The variance estimator in particular can be used for the construction of confidence intervals for estimated parameters. A practical data-based method for choosing a subsampling parameter is given and illustrated on a data set. Finite sample simulation examples are also presented.