Journal Article

Fast block variance estimation procedures for inhomogeneous spatial point processes

Yongtao Guan

in Biometrika

Published on behalf of Biometrika Trust

Volume 96, issue 1, pages 213-220
Published in print March 2009 | ISSN: 0006-3444
Published online March 2009 | e-ISSN: 1464-3510 | DOI: https://dx.doi.org/10.1093/biomet/asn072
Fast block variance estimation procedures for inhomogeneous spatial point processes

More Like This

Show all results sharing this subject:

  • Probability and Statistics

GO

Show Summary Details

Preview

We introduce two new variance estimation procedures that use non-overlapping and overlapping blocks, respectively. The non-overlapping blocks estimator can be viewed as the limit of the thinned block bootstrap estimator recently proposed in Guan Loh (2007), by letting the number of thinned processes and bootstrap samples therein both increase to infinity. The non-overlapping blocks estimator can be obtained quickly since it does not require any thinning or bootstrap steps, and it is more stable. The overlapping blocks estimator further improves the performance of the non-overlapping blocks with a modest increase in computation time. A simulation study demonstrates the superiority of the proposed estimators over the thinned block bootstrap estimator.

Keywords: Block variance estimator; Inhomogeneous spatial point process; Thinning

Journal Article.  0 words. 

Subjects: Probability and Statistics

Full text: subscription required

How to subscribe Recommend to my Librarian

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content. subscribe or login to access all content.