Locally Asymptotic Normality of Gibbs Models on a Lattice

We consider the statistical estimation problem of potential functions of Gibbs models on the plane lattice. We assume that the area on which a random point pattern is observed is sufficiently large and take an asymptotic point of view. The main result is to show the locally asymptotic normality of t...

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Veröffentlicht in:Advances in Applied Probability. - Applied Probability Trust. - 16(1984), 3, Seite 585-602
1. Verfasser: Mase, Shigeru (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 1984
Zugriff auf das übergeordnete Werk:Advances in Applied Probability
Schlagworte:Plane lattice Asymptotic theory Potential function Maximum likelihood estimator Moment estimator Philosophy Mathematics Physical sciences Behavioral sciences Biological sciences
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520 |a We consider the statistical estimation problem of potential functions of Gibbs models on the plane lattice. We assume that the area on which a random point pattern is observed is sufficiently large and take an asymptotic point of view. The main result is to show the locally asymptotic normality of the Gibbs model under certain conditions. From this result we can show the optimality of the maximum likelihood estimator employing known results about locally asymptotic normal families, though a practical computation of the maximum likelihood estimator presents difficulties. An estimation procedure based on the method of moments is also proposed. 
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