Prediction of the Sample Variance of Marks for a Marked Spatial Point Process by the Threshold Method
-
- Sakaguchi Takayuki
- Center for Advanced Research in Finance, University of Tokyo
-
- Mase Shigeru
- Department of Mathematical and Computing Sciences, Tokyo Institute of Technology
Search this article
Abstract
We discuss the prediction of the sample variance of marks of a marked spatial point process on a continuous space by the threshold method. The threshold method is a statistical prediction using only the number of points with marks exceeding a given threshold value. Mase (1996) considered the method in the framework of spatial point processes on a discrete space and Sakaguchi and Mase (2003) extended the results of Mase (1996) to a continuous space. They considered the prediction of the sum of marks. In the present paper, it is shown that the sample variance of marks can be also predicted well if a point process is non-ergodic and marks satisfy some mixing-type condition. A simulation study is given to confirm the theoretical result.
Journal
-
- JOURNAL OF THE JAPAN STATISTICAL SOCIETY
-
JOURNAL OF THE JAPAN STATISTICAL SOCIETY 36 (1), 1-15, 2006
THE JAPAN STATISTICAL SOCIETY
- Tweet
Keywords
Details 詳細情報について
-
- CRID
- 1390001205285724416
-
- NII Article ID
- 110004740735
-
- NII Book ID
- AA1105098X
-
- ISSN
- 13486365
- 18822754
-
- MRID
- 2266414
-
- NDL BIB ID
- 7954868
-
- Text Lang
- en
-
- Data Source
-
- JaLC
- NDL
- Crossref
- CiNii Articles
-
- Abstract License Flag
- Disallowed