Bias correction and bootstrap methods for a spatial sampling scheme
نویسندگان
چکیده
Motivated by sampling problems in forestry and related fields, we suggest a spatial sampling scheme for estimating the intensity of a point process. The technique is related to the ‘wandering quarter’ method. In applications where the cost of identifying random points is high relative to the cost of taking measurements, for example when identification involves travelling within a large region, our approach has significant advantages over more traditional approaches such as T-square sampling. When the point process is Poisson we suggest a simple bias correction for a ‘naive’ estimator of intensity, and also discuss a more complex estimator based on maximum likelihood. A technique for pivoting, founded on a fourth-root transformation, is proposed and shown to yield second-order accuracy when applied to construct bootstrap confidence intervals for intensity. Bootstrap methods for correcting edge effects and for addressing non-Poisson point-process models are also suggested.
منابع مشابه
An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical Cte
The -level Conditional Tail Expectation (CTE) of a continuous random variable X is defined as its conditional expectation given the event {X q }, where q represents its -level quantile. It is well known that the empirical CTE (the average of the n(1 ) largest order statistics in a sample of size n) is a negatively biased estimator of the CTE. This bias vanishes as the sample size increases but ...
متن کاملBootstrap Estimate of Kullback-leibler Information for Model Selection
Estimation of Kullback-Leibler information is a crucial part of deriving a statistical model selection procedure which, like AIC, is based on the likelihood principle. To discriminate between nested models, we have to estimate KullbackLeibler information up to the order of a constant, while Kullback-Leibler information itself is of the order of the number of observations. A correction term empl...
متن کاملNonparametric Estimation of Spatial Risk for a Mean Nonstationary Random Field}
The common methods for spatial risk estimation are investigated for a stationary random field. Because of simplifying, lets distribution is known, and parametric variogram for the random field are considered. In this paper, we study a nonparametric spatial method for spatial risk. In this method, we model the random field trend by a local linear estimator, and through bias-corrected residuals, ...
متن کاملBias Correction with Jackknife, Bootstrap, and Taylor Series
We analyze the bias correction methods using jackknife, bootstrap, and Taylor series. We focus on the binomial model, and consider the problem of bias correction for estimating f(p), where f ∈ C[0, 1] is arbitrary. We characterize the supremum norm of the bias of general jackknife and bootstrap estimators for any continuous functions, and demonstrate the in deleted jackknife, different values o...
متن کاملA comparative study of quantitative mapping methods for bias correction of ERA5 reanalysis precipitation data
This study evaluates the ability of different quantitative mapping (QM) methods as a bias correction technique for ERA5 reanalysis precipitation data. Climate type and geographical location can affect the performance of the bias correction method due to differences in precipitation characteristics. For this purpose, ERA5 reanalysis precipitation data for the years 1989-2019 for 10 selected syno...
متن کامل