A note on extreme values and kernel estimators of sample boundaries

DOI10.1016/J.SPL.2008.01.046MaRDI QIDQ945815zbMATH OpenOpenAlexFDO

Authors B. E. Eshmatov

Publication date 17 September 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.6378

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

Abstract: In a previous paper, we studied a kernel estimate of the upper edge of a two-dimensional bounded set, based upon the extreme values of a Poisson point process. The initial paper "Geffroy J. (1964) Sur un probl`eme d'estimation g'eom'etrique.Publications de l'Institut de Statistique de l'Universit'e de Paris, XIII, 191-200" on the subject treats the frontier as the boundary of the support set for a density and the points as a random sample. We claimed in"Girard, S. and Jacob, P. (2004) Extreme values and kernel estimates of point processes boundaries.ESAIM: Probability and Statistics, 8, 150-168" that we are able to deduce the random sample case fr om the point process case. The present note gives some essential indications to this end, including a method which can be of general interest.

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Cites work

• Asymptotic normality of theL₁-error of a boundary estimator
• Extreme values and kernel estimates of point processes boundaries
• scientific article; zbMATH DE number 3211300 (Why is no real title available?)

Cited in

(3)

• Projection estimates of point processes boundaries
• Smoothed Extreme Value Estimators of Non-Uniform Point Processes Boundaries with Application to Star-Shaped Supports Estimation
• Extreme values and kernel estimates of point processes boundaries

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