Log in :: RSS/Atom Feeds
Advances in Applied Probability

Estimating the reduced moments of a random measure

Kiên Kiêu and Marianne Mora

Source: Adv. in Appl. Probab. Volume 31, Number 1 (1999), 48-62.

Abstract

We consider a random measure for which distribution is invariant under the action of a standard transformation group. The reduced moments are defined by applying classical theorems on invariant measure decomposition. We present a general method for constructing unbiased estimators of reduced moments. Several asymptotic results are established under an extension of the Brillinger mixing condition. Examples related to stochastic geometry are given.

Primary Subjects: 60G57
Secondary Subjects: 60D05, 62M99
Keywords: Brillinger mixing condition; edge effect; moment measure; non-parametric estimation; palm distribution; point process; stochastic geometry; unbiased estimation

Full-text: Access denied (no subscription detected)

We're sorry, but we are unable to provide you with the full text of this article because we are not able to identify you as a subscriber.
If you have a personal subscription to this journal, then please login. If you are already logged in, then you may need to update your profile to register your subscription. Read more about accessing full-text
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aap/1029954265
Digital Object Identifier: doi:10.1239/aap/1029954265
Mathematical Reviews number (MathSciNet): MR1699660
Zentralblatt MATH identifier: 0926.62093


2009 © Applied Probability Trust