Estimating the reduced moments of a random measure

Kiên Kiêu, Marianne Mora · Advances in Applied Probability · 1999

We consider a random measure for which distribution is invariant under the action of a standard transformation group. The reduced moments are defined by applying classical theorems on invariant measure decomposition. We present a general method for constructing unbiased estimators of reduced moments. Several asymptotic results are established under an extension of the Brillinger mixing condition. Examples related to stochastic geometry are given.

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