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Title: Estimation of intersection intensity in a Poisson process of segments (English)
Author: Mrkvička, Tomáš
Language: English
Journal: Commentationes Mathematicae Universitatis Carolinae
ISSN: 0010-2628 (print)
ISSN: 1213-7243 (online)
Volume: 48
Issue: 1
Year: 2007
Pages: 93-106
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Category: math
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Summary: 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. (English)
Keyword: complete statistic
Keyword: Poisson process
Keyword: segment process
Keyword: sufficient statistic
Keyword: intensity of intersections
MSC: 60D05
MSC: 62B05
MSC: 62J10
MSC: 62M09
idZBL: Zbl 1199.60035
idMR: MR2338832
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Date available: 2009-05-05T17:01:33Z
Last updated: 2012-05-01
Stable URL: http://hdl.handle.net/10338.dmlcz/119641
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Reference: [1] Daley D. J., Vere-Jones D.: An Introduction to the Theory of Point Processes.Springer, New York, 1998. Zbl 1159.60003, MR 0950166
Reference: [2] Lehmann E.L.: Theory of Point Estimation.Wadsworth & Brooks, California, 1991. Zbl 0916.62017, MR 1143059
Reference: [3] Mrkvička T.: Estimation variances for Poisson process of compact sets.Adv. Appl. Prob. (SGSA) 33 (2001), 765-772. MR 1875778
Reference: [4] Mrkvička T.: Estimation variances for parameterized marked point processes and for parameterized Poisson segment processes.Comment. Math. Univ. Carolin. 45 (2004), 1 109-117. MR 2076863
Reference: [5] Stoyan D., Kendall W.S., Mecke J.: Stochastic Geometry and its Applications (2nd Ed.).John Wiley & Sons, Chichester, 1995. Zbl 0838.60002, MR 0895588
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