کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1151130 958193 2007 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A non-parametric estimator for the doubly periodic Poisson intensity function
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
A non-parametric estimator for the doubly periodic Poisson intensity function
چکیده انگلیسی

In a series of papers, J. Garrido and Y. Lu have proposed and investigated a doubly periodic Poisson model, and then applied it to analyze hurricane data. The authors have suggested several parametric models for the underlying intensity function. In the present paper we construct and analyze a non-parametric estimator for the doubly periodic intensity function. Assuming that only a single realization of the process is available in a bounded window, we show that the estimator is consistent and asymptotically normal when the window expands indefinitely. In addition, we calculate the asymptotic bias and variance of the estimator, and in this way gain helpful information for optimizing the performance of the estimator.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistical Methodology - Volume 4, Issue 4, October 2007, Pages 481–492
نویسندگان
, , ,