29 citations · 71 across the 9 of their papers we have counts for
9 papers
Computing wedge probabilities
Bernard Ycart, Rémy Drouilhet
A new formula for the probability that a standard Brownian motion stays between two linear boundaries is proved. A simple algorithm is deduced. Uniform precision estimates are comp…
Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model
Jean-François Coeurjolly, Rémy Drouilhet
This paper presents asymptotic properties of the maximum pseudo-likelihood estimator of a vector $\Vectθ$ parameterizing a stationary Gibbs point process. Sufficient conditions, ex…
Takacs Fiksel method for stationary marked Gibbs point processes
Jean-François Coeurjolly, David Dereudre, Rémy Drouilhet +1
This paper studies a method to estimate the parameters governing the distribution of a stationary marked Gibbs point process. This procedure, known as the Takacs-Fiksel method, is…
Existence of Gibbsian point processes with geometry-dependent interactions
David Dereudre, Remy Drouilhet, Hans-Otto Georgii
We establish the existence of stationary Gibbsian point processes for interactions that act on hyperedges between the points. For example, such interactions can depend on Delaunay…
asympTest: an R package for performing parametric statistical tests and confidence intervals based on the central limit theorem
Jean-François Coeurjolly, Rémy Drouilhet, Pierre Lafaye De Micheaux +1
This paper describes an R package implementing large sample tests and confidence intervals (based on the central limit theorem) for various parameters. The one and two sample mean…
Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes
Jean-Michel Billiot, Jean-François Coeurjolly, Rémy Drouilhet
This paper is devoted to the estimation of a vector parametrizing an energy function of a Gibbs point process, via the maximum pseudolikelihood method. Strong consistency a…