Weak and strong convergence of empirical distribution functions from germ-grain processes
DOI10.1080/02331880701538531zbMATH Open1151.62039OpenAlexW2108393239MaRDI QIDQ3525830FDOQ3525830
Authors: Z. Pawlas, Lothar Heinrich 
Publication date: 18 September 2008
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880701538531
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marked point processesmultivariate empirical distributionsGlivenko-type theoremKol\-mo\-gorov-Smirnov test
Inference from spatial processes (62M30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Asymptotic distribution theory in statistics (62E20) Geometric probability and stochastic geometry (60D05) Order statistics; empirical distribution functions (62G30)
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Cited In (11)
- Gaussian limits of empirical multiparameter \(K\)-functions of homogeneous Poisson processes and tests for complete spatial randomness
- Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case
- On existence and mixing properties of germ-grain models
- ESTIMATING THE INTENSITY OF GERM-GRAIN MODELS WITH OVERLAPPING GRAINS
- Comparisons and asymptotics for empty space hazard functions of germ-grain models
- Free area estimation in a dynamic germ-grain model with renewal dropping process
- Asymptotic goodness-of-fit tests for the Palm mark distribution of stationary point processes with correlated marks
- Empirical mark covariance and product density function of stationary marked point processes -- a survey on asymptotic results
- Empirical distributions in marked point processes
- Comparison of length-intensity estimators for segment processes
- Asymptotic goodness-of-fit tests for point processes based on scaled empirical \(K\)-functions
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