Estimation variances for estimators of product densities and pair correlation functions of planar point processes

DOI10.1007/BF00775808zbMATH Open0777.62084OpenAlexW2038648425MaRDI QIDQ688337FDOQ688337

Authors: U. Bertram, H. Wendrock, Dietrich Stoyan 

Publication date: 2 December 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00775808

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zbMATH Keywords

pair correlation functionsimulationapproximationsplanar Poisson processestimation variances of kernel estimatorsplanar point processproduct density

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)

Cites Work

• Title not available (Why is that?)
• Statistical Inference for Spatial Processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Edge-corrected density estimators for point processes

Cited In (13)

• Title not available (Why is that?)
• Second-order approximation to the characteristic function of certain point-process integrals
• Title not available (Why is that?)
• On estimating the asymptotic variance of stationary point processes
• Variance asymptotics for the area of planar cylinder processes generated by Brillinger-mixing point processes
• A point process model for generating biofilms with realistic microstructure and rheology
• Title not available (Why is that?)
• A least-squares cross-validation bandwidth selection approach in pair correlation function estimations
• Mean and Variance of Vacancy for Hard‐Core Disc Processes and Applications
• Kaplan-Meier estimators of distance distributions for spatial point processes
• On Some Statistical Properties of the Spatio-Temporal Product Density
• On the higher order product density functions of a Neyman-Scott cluster point process
• A cautionary note on the variance of empirical pair correlation function

Uses Software

• spatial

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