Is bootstrap really helpful in point process statistics?

DOI10.1007/S001840050010MaRDI QIDQ5953766zbMATH OpenOpenAlexFDO

Authors Martin Snethlage

Publication date 29 January 2002

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0002061

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Non-Markovian processes: estimation (62M09)

Abstract: There are some papers which describe the use of bootstrap techniques in point process statistics. The aim of the present paper is to show that the form in which bootstrap is used there is dubious. In case of variance estimation of pair correlation function estimators the used bootstrap techniques lead to results which can be obtained simpler without simulation; furthermore, they differ from the desired results. The problem to obtain confidence regions for the intensity function of inhomogeneous Poisson processes can be easily solved without bootstrap techniques.

Recommendations

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• scientific article; zbMATH DE number 2063757
• Re-colouring the Intensity-Based Bootstrap for Point Processes

Cited in

(6)

• Bootstrapping an inhomogeneous point process
• Large-scale structure of the universe and cosmological perturbation theory
• Bootstrapping point processes with some applications
• scientific article; zbMATH DE number 2063757 (Why is no real title available?)
• Re-colouring the Intensity-Based Bootstrap for Point Processes
• Spatial point process models for location-allocation problems

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