EconPapers    
Economics at your fingertips  
 

Nonparametric indices of dependence between components for inhomogeneous multivariate random measures and marked sets

M. N. M. van Lieshout

Scandinavian Journal of Statistics, 2018, vol. 45, issue 4, 985-1015

Abstract: We propose new summary statistics to quantify the association between the components in coverage‐reweighted moment stationary multivariate random sets and measures. They are defined in terms of the coverage‐reweighted cumulant densities and extend classic functional statistics for stationary random closed sets. We study the relations between these statistics and evaluate them explicitly for a range of models. Unbiased estimators are given for all statistics and applied to simulated examples and to tropical rain forest data.

Date: 2018
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/sjos.12331

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:45:y:2018:i:4:p:985-1015

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2025-03-19
Handle: RePEc:bla:scjsta:v:45:y:2018:i:4:p:985-1015