Fast block variance estimation procedures for inhomogeneous spatial point processes

• 成果类型: Article
• 署名作者: Guan, Yongtao
• 署名单位: Yale University
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asn072
• 发表日期: 2009
• 页码: 213220
• 关键词: Bootstrap

摘要

We introduce two new variance estimation procedures that use non-overlapping and overlapping blocks, respectively. The non-overlapping blocks estimator can be viewed as the limit of the thinned block bootstrap estimator recently proposed in Guan Loh (2007), by letting the number of thinned processes and bootstrap samples therein both increase to infinity. The non-overlapping blocks estimator can be obtained quickly since it does not require any thinning or bootstrap steps, and it is more stable. The overlapping blocks estimator further improves the performance of the non-overlapping blocks with a modest increase in computation time. A simulation study demonstrates the superiority of the proposed estimators over the thinned block bootstrap estimator.