Asymptotic results for multivariate estimators of the mean density of random closed sets
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Publication:309561
DOI10.1214/16-EJS1159zbMATH Open1345.62050MaRDI QIDQ309561FDOQ309561
Authors: Federico Camerlenghi, Claudio Macci, Elena Villa 
Publication date: 7 September 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1468849971
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Cited In (12)
- On the estimation of intrinsic volume densities of stationary random closed sets
- Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case
- Bootstrap confidence sets for the Aumann mean of a random closed set
- Asymptotic properties of estimators for the volume fractions of jointly stationary random sets
- On the Mean Geometric Densities of Random Closed Sets, and Their Estimation: Application to the Estimation of the Mean Density of Inhomogeneous Fibre Processes
- On the approximation of mean densities of random closed sets
- Optimal bandwidth of the ``Minkowski content-based estimator of the mean density of random closed sets: theoretical results and numerical experiments
- Title not available (Why is that?)
- Numerical experiments for the estimation of mean densities of random sets
- Large and moderate deviations for kernel-type estimators of the mean density of Boolean models
- On the estimation of the mean density of random closed sets
- Computational Science and Its Applications – ICCSA 2004
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