EconPapers    
Economics at your fingertips  
 

A note on the higher moments of the Euler characteristic of the excursion sets of random fields

Ali Reza Taheriyoun, Khalil Shafie and Mohammad Jafari Jozani

Statistics & Probability Letters, 2009, vol. 79, issue 8, 1074-1082

Abstract: In this paper, a useful and suitable form of the second moment of the Euler characteristic (EC) of excursion sets of a random field with respect to a special threshold is presented, which can be used in numerical evaluations of the variance of EC. We also present an extension to the higher moments of EC. Finally, a new method of simulating is presented and the results are compared with the three older well known methods of simulation based on the moment estimation and monte carlo idea.

Date: 2009
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00577-4
Full text for ScienceDirect subscribers only

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:eee:stapro:v:79:y:2009:i:8:p:1074-1082

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:79:y:2009:i:8:p:1074-1082