Previous |  Up |  Next

Article

Title: Estimation variances for parameterized marked Poisson processes and for parameterized Poisson segment processes (English)
Author: Mrkvička, Tomáš
Language: English
Journal: Commentationes Mathematicae Universitatis Carolinae
ISSN: 0010-2628 (print)
ISSN: 1213-7243 (online)
Volume: 45
Issue: 1
Year: 2004
Pages: 109-117
.
Category: math
.
Summary: 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. (English)
Keyword: complete statistic
Keyword: compact sets process
Keyword: intensity estimation
Keyword: marked point process
Keyword: Poisson process
Keyword: random closed sets
Keyword: Rao-Blackwell Theorem
Keyword: segment process
Keyword: spatial statistic
Keyword: stochastic geometry
Keyword: sufficient statistic
MSC: 60D05
MSC: 60G10
MSC: 60G55
MSC: 62B05
MSC: 62F12
MSC: 62J10
MSC: 62M09
idZBL: Zbl 1098.62111
idMR: MR2076863
.
Date available: 2009-05-05T16:43:37Z
Last updated: 2012-04-30
Stable URL: http://hdl.handle.net/10338.dmlcz/119440
.
Reference: [1] Chadoeuf J., Senoussi R., Yao J.F.: Parametric estimation of a Boolean segment process with stochastic restoration estimation.J. Comput. Graphical Statistics 9/2 (2000), 390-402. MR 1823807
Reference: [2] Daley D.J., Vere-Jones D.: An Introduction to the Theory of Point Processes.Springer-Verlag New York (1988). Zbl 0657.60069, MR 0950166
Reference: [3] Lehmann E.L.: Theory of Point Estimation.Wadsworth & Brooks California (1991). Zbl 0801.62025, MR 1143059
Reference: [4] Mrkvička T.: Estimation Variances for Poisson Process of Compact Sets.(in Czech), Diploma Thesis, Faculty of Mathematics and Physics, Charles University Prague (1999).
Reference: [5] Mrkvička T.: Estimation variances for Poisson Process of Compact Sets.Adv. Appl. Prob. (SGSA) 33 (2001), 765-772. MR 1875778
Reference: [6] Stoyan D., Kendall W.S., Mecke J.: Stochastic Geometry and its Applications.John Wiley & Sons Chichester (1995). Zbl 0838.60002, MR 0895588
.

Files

Files Size Format View
CommentatMathUnivCarolRetro_45-2004-1_8.pdf 226.1Kb application/pdf View/Open
Back to standard record
Partner of
EuDML logo