Prediction of the Sample Variance of Marks for a Marked Spatial Point Process by the Threshold Method
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- Sakaguchi Takayuki
- Center for Advanced Research in Finance, University of Tokyo
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- Mase Shigeru
- Department of Mathematical and Computing Sciences, Tokyo Institute of Technology
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抄録
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.
収録刊行物
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- JOURNAL OF THE JAPAN STATISTICAL SOCIETY
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JOURNAL OF THE JAPAN STATISTICAL SOCIETY 36 (1), 1-15, 2006
日本統計学会
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詳細情報 詳細情報について
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- CRID
- 1390001205285724416
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- NII論文ID
- 110004740735
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- NII書誌ID
- AA1105098X
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- ISSN
- 13486365
- 18822754
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- MRID
- 2266414
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- NDL書誌ID
- 7954868
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- 本文言語コード
- en
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- データソース種別
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- JaLC
- NDL
- Crossref
- CiNii Articles
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- 抄録ライセンスフラグ
- 使用不可