Extreme Values and Haar Series Estimates of Point Process Boundaries
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Inference from spatial processes (62M30) Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Non-Markovian processes: estimation (62M09) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)
Abstract: We present a new method for estimating the edge of a two-dimensional bounded set, given a finite random set of points drawn from the interior. The estimator is based both on Haar series and extreme values of the point process. We give conditions for various kind of convergence and we obtain remarkably different possible limit distributions. We propose a method of reducing the negative bias, illustrated by a simulation.
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- scientific article; zbMATH DE number 2123866
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Cites work
Cited in
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- A note on extreme values and kernel estimators of sample boundaries
- scientific article; zbMATH DE number 2123866 (Why is no real title available?)
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