IDEAS home Printed from https://ideas.repec.org/a/spr/metcap/v21y2019i3d10.1007_s11009-017-9608-x.html
   My bibliography  Save this article

Planar Segment Processes with Reference Mark Distributions, Modeling and Estimation

Author

Listed:
  • Viktor Beneš

    (Charles University, Faculty of Mathematics and Physics, Department of Probability and Mathematical Statistics)

  • Jakub Večeřa

    (Charles University, Faculty of Mathematics and Physics, Department of Probability and Mathematical Statistics)

  • Milan Pultar

    (Charles University, Faculty of Mathematics and Physics, Department of Probability and Mathematical Statistics)

Abstract

The paper deals with planar segment processes given by a density with respect to the Poisson process. Parametric models involve reference distributions of directions and/or lengths of segments. These distributions generally do not coincide with the corresponding observed distributions. Statistical methods are presented which first estimate scalar parameters by known approaches and then the reference distribution is estimated non-parametrically. Besides a general theory we offer two models, first a Gibbs type segment process with reference directional distribution and secondly an inhomogeneous process with reference length distribution. The estimation is demonstrated in simulation studies where the variability of estimators is presented graphically.

Suggested Citation

  • Viktor Beneš & Jakub Večeřa & Milan Pultar, 2019. "Planar Segment Processes with Reference Mark Distributions, Modeling and Estimation," Methodology and Computing in Applied Probability, Springer, vol. 21(3), pages 683-698, September.
  • Handle: RePEc:spr:metcap:v:21:y:2019:i:3:d:10.1007_s11009-017-9608-x
    DOI: 10.1007/s11009-017-9608-x
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11009-017-9608-x
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s11009-017-9608-x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Jakub Večeřa & Viktor Beneš, 2016. "Interaction Processes for Unions of Facets, the Asymptotic Behaviour with Increasing Intensity," Methodology and Computing in Applied Probability, Springer, vol. 18(4), pages 1217-1239, December.
    2. David Dereudre & Frédéric Lavancier & Kateřina Staňková Helisová, 2014. "Estimation of the Intensity Parameter of the Germ-Grain Quermass-Interaction Model when the Number of Germs is not Observed," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(3), pages 809-829, September.
    3. Chen, Song Xi, 1999. "Beta kernel estimators for density functions," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 131-145, August.
    4. Jean-Franois Coeurjolly & David Dereudre & Rémy Drouilhet & Frédéric Lavancier, 2012. "Takacs–Fiksel Method for Stationary Marked Gibbs Point Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 39(3), pages 416-443, September.
    5. K. V. Mardia, 1999. "Directional statistics and shape analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 949-957.
    6. Večeřa, Jakub & Beneš, Viktor, 2017. "Approaches to asymptotics for U-statistics of Gibbs facet processes," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 51-57.
    7. Jesper Møller & Kateřina Helisová, 2010. "Likelihood Inference for Unions of Interacting Discs," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 365-381, September.
    8. Zbyněk Pawlas, 2014. "Self-crossing Points of a Line Segment Process," Methodology and Computing in Applied Probability, Springer, vol. 16(2), pages 295-309, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Bessa, Ricardo J. & Miranda, V. & Botterud, A. & Zhou, Z. & Wang, J., 2012. "Time-adaptive quantile-copula for wind power probabilistic forecasting," Renewable Energy, Elsevier, vol. 40(1), pages 29-39.
    2. Hirukawa, Masayuki, 2010. "Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 473-495, February.
    3. Toshihiro Abe & Arthur Pewsey, 2011. "Sine-skewed circular distributions," Statistical Papers, Springer, vol. 52(3), pages 683-707, August.
    4. Ouimet, Frédéric & Tolosana-Delgado, Raimon, 2022. "Asymptotic properties of Dirichlet kernel density estimators," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
    5. Bouezmarni, Taoufik & Van Bellegem, Sébastien, 2009. "Nonparametric Beta Kernel Estimator for Long Memory Time Series," IDEI Working Papers 633, Institut d'Économie Industrielle (IDEI), Toulouse.
    6. Hagmann, M. & Scaillet, O., 2007. "Local multiplicative bias correction for asymmetric kernel density estimators," Journal of Econometrics, Elsevier, vol. 141(1), pages 213-249, November.
    7. Fernández de Marcos Giménez de los Galanes, Alberto, 2022. "Data-driven stabilizations of goodness-of-fit tests," DES - Working Papers. Statistics and Econometrics. WS 35324, Universidad Carlos III de Madrid. Departamento de Estadística.
    8. Fernandes, Marcelo & Grammig, Joachim, 2005. "Nonparametric specification tests for conditional duration models," Journal of Econometrics, Elsevier, vol. 127(1), pages 35-68, July.
    9. Nikolay Gospodinov & Masayuki Hirukawa, 2008. "Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes," CIRJE F-Series CIRJE-F-573, CIRJE, Faculty of Economics, University of Tokyo.
    10. Salvatore D. Tomarchio & Antonio Punzo, 2019. "Modelling the loss given default distribution via a family of zero‐and‐one inflated mixture models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(4), pages 1247-1266, October.
    11. Grammig, Joachim G. & Peter, Franziska J., 2008. "International price discovery in the presence of market microstructure effects," CFR Working Papers 08-10, University of Cologne, Centre for Financial Research (CFR).
    12. Kanti V. Mardia, 2021. "Comments on: Recent advances in directional statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 59-63, March.
    13. Johan Debayle & Vesna Gotovac Ðogaš & Kateřina Helisová & Jakub Staněk & Markéta Zikmundová, 2021. "Assessing Similarity of Random sets via Skeletons," Methodology and Computing in Applied Probability, Springer, vol. 23(2), pages 471-490, June.
    14. Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2015. "Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 394-412, March.
    15. Koch, Erwan & Robert, Christian Y., 2019. "Geometric ergodicity for some space–time max-stable Markov chains," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 43-49.
    16. Abe, Toshihiro & Miyata, Yoichi & Shiohama, Takayuki, 2023. "Bayesian estimation for mode and anti-mode preserving circular distributions," Econometrics and Statistics, Elsevier, vol. 27(C), pages 136-160.
    17. Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
    18. Funke, Benedikt & Hirukawa, Masayuki, 2019. "Nonparametric estimation and testing on discontinuity of positive supported densities: a kernel truncation approach," Econometrics and Statistics, Elsevier, vol. 9(C), pages 156-170.
    19. Igarashi, Gaku & Kakizawa, Yoshihide, 2014. "Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum–Saunders kernel estimators," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 235-246.
    20. M. Jones & Arthur Pewsey & Shogo Kato, 2015. "On a class of circulas: copulas for circular distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(5), pages 843-862, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metcap:v:21:y:2019:i:3:d:10.1007_s11009-017-9608-x. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.