Towards optimal Takacs–Fiksel estimation - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2015

Towards optimal Takacs–Fiksel estimation

Résumé

The Takacs–Fiksel method is a general approach to estimate the parameters of a spatial Gibbs point process. This method embraces standard procedures such as the pseudolikelihood and is defined via weight functions. In this paper we propose a general procedure to find weight functions which reduce the Godambe information and thus outperform pseudolikelihood in certain situations. The performance of the new procedure is investigated in a simulation study and it is applied to a standard dataset. Finally, we extend the procedure to handle replicated point patterns and apply it to a recent neuroscience dataset.
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Dates et versions

hal-01247097 , version 1 (21-12-2015)
hal-01247097 , version 2 (24-03-2016)
hal-01247097 , version 3 (12-07-2016)

Identifiants

Citer

Jean-François Coeurjolly, Yongtao Guan, Mahdieh Khanmohammadi, Rasmus Waagepetersen. Towards optimal Takacs–Fiksel estimation. 2015. ⟨hal-01247097v1⟩
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