On the estimation of a support curve of indeterminate sharpness

DOI10.1006/jmva.1997.1681zbMath0890.62029MaRDI QIDQ1368843

Hall, Peter, Michael Nussbaum, Steven E. Stern

Publication date: 1 October 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1e2e181cc1b77840bc35e1704a42afd92b44dce1

zbMATH Keywords

regular variation; convergence rate; bivariate order statistics; endpoint; bivariate density; support curve estimation

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62G07: Density estimation

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

On boundary estimation, Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries, Nonparametric ``regression when errors are positioned at end-points, Frontier estimation and extreme value theory, Review of testing issues in extremes: in honor of Professor Laurens de Haan, Double-thresholded estimator of extreme value index, Bias-corrected estimators for monotone and concave frontier functions., Complexity penalized support estimation., Kernel estimators of extreme level curves, Estimating the endpoint of a distribution in the presence of additive observation errors, \(L_1\)-optimal nonparametric frontier estimation via linear programming, Frontier estimation via kernel regression on high power-transformed data, Recovering convex boundaries from blurred and noisy observations, Estimating the support of multivariate densities under measurement error, Methods for tracking support boundaries with corners, Central limit theorems for smoothed extreme value estimates of Poisson point processes bound\-aries

Cites Work

• Unnamed Item
• Minimax theory of image reconstruction
• Kernel estimates of the tail index of a distribution
• On estimating the endpoint of a distribution
• Geometrizing rates of convergence. II
• A simple general approach to inference about the tail of a distribution
• Estimation of the density support and its functionals
• On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes
• Asymptotical minimax recovery of sets with smooth boundaries
• Estimation of non-sharp support boundaries
• Global sufficiency of extreme order statistics in location models of Weibull type
• On Estimation of Monotone and Concave Frontier Functions