Extreme Values and Haar Series Estimates of Point Process Boundaries
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Central limit and other weak theorems (60F05) Strong limit theorems (60F15) 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) Inference from spatial processes (62M30)
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
(16)- Frontier estimation with local polynomials and high power-transformed data
- Projection estimates of point processes boundaries
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- Central limit theorems for smoothed extreme value estimates of Poisson point processes bound\-aries
- Frontier estimation with kernel regression on high order moments
- Extreme values and kernel estimates of point processes boundaries
- scientific article; zbMATH DE number 2123866 (Why is no real title available?)
- Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries
- Asymptotic normality of theL1-error of a boundary estimator
- \(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative
- A note on extreme values and kernel estimators of sample boundaries
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