Asymptotic results for multivariate estimators of the mean density of random closed sets

被引:2
|
作者
Camerlenghi, Federico [1 ,4 ]
Macci, Claudio [2 ]
Villa, Elena [3 ]
机构
[1] Bocconi Univ, Dept Decis Sci, Via Rontgen 1, I-20136 Milan, Italy
[2] Univ Roma Tor Vergata, Dipartimento Matemat, Via Ric Sci, I-00133 Rome, Italy
[3] Univ Milan, Dipartimento Matemat, Via Saldini 50, I-20133 Milan, Italy
[4] Coll Carlo Alberto, Moncalieri, Italy
来源
ELECTRONIC JOURNAL OF STATISTICS | 2016年 / 10卷 / 02期
关键词
Minkowski content; large deviations; moderate deviations; random closed sets; confidence regions;
D O I
10.1214/16-EJS1159
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The problem of the evaluation and estimation of the mean density of random closed sets in R-d with integer Hausdorff dimension 0 < n < d, is of great interest in many different scientific and technological fields. Among the estimators of the mean density available in literature, the so-called "Minkowski content"- based estimator reveals its benefits in applications in the non-stationary cases. We introduce here a multivariate version of such estimator, and we study its asymptotical properties by means of large and moderate deviation results. In particular we prove that the estimator is strongly consistent and asymptotically Normal. Furthermore we also provide confidence regions for the mean density of the involved random closed set in m >= 1 distinct points x(1), ... , x(m) is an element of R-d.
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页码:2066 / 2096
页数:31
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