Standard and robust intensity parameter estimation for stationary determinantal point processes

Jean-François Coeurjolly (1) , Christophe Ange Napoléon Biscio (2, 3)

1 FIGAL - Fiabilité et Géométrie Aléatoire
2 Department of Mathematical Sciences [Aalborg]
3 LMJL - Laboratoire de Mathématiques Jean Leray

This work is concerned with the estimation of the intensity parameter of a stationary determinantal point process. We consider the standard estimator, corresponding to the number of observed points per unit volume and a recently introduced median-based estimator more robust to outliers. The consistency and asymptotic normality of estimators are obtained under mild assumptions on the determinantal point process. We illustrate the efficiency of the procedures in a simulation study.

Mots clés: Sample quantiles; Statistical inference; Robust statistics; Repulsive point processes; Brillinger mixing

Domaines: Statistiques [math.ST]

Jean-François Coeurjolly, Christophe Ange Napoléon Biscio. Standard and robust intensity parameter estimation for stationary determinantal point processes. Spatial Statistics, 2016, 18, pp.24-39. ⟨10.1016/j.spasta.2016.04.007⟩. ⟨hal-01291036v2⟩