Nonparametric regression estimation onto a Poisson point process covariate

DOI10.1051/PS/2014023MaRDI QIDQ2786480zbMATH OpenOpenAlexFDO

Authors Lionel Truquet, Benoît Cadre

Publication date 12 February 2016

Published in European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ps/2014023

zbMATH Keywords

Poisson point processrates of convergenceregression estimationWiener-Itô decomposition

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

Recommendations

• Estimation of a regression function on a Poisson process
• scientific article; zbMATH DE number 860014
• Minimax regression estimation for Poisson coprocess
• Non-parametric Poisson regression from independent and weakly dependent observations by model selection
• Nonparametric estimation of regression functions in point process models

Cites work

• Cox process functional learning
• Functional data analysis
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• On the rate of convergence of the bagged nearest neighbor estimate
• Poisson process Fock space representation, chaos expansion and covariance inequalities
• Remark on the finite-dimensional character of certain results of functional statistics
• Station�re zuf�llige Ma�e auf lokalkompakten Abelschen Gruppen
• Supervised classification for a family of Gaussian functional models
• Supervised classification of diffusion paths
• The Homogeneous Chaos
• Universal Malliavin calculus in Fock and Lévy-Itô spaces

Cited in

(6)

• Estimation of a regression function on a Poisson process
• Adaptive regression with Brownian path covariate
• Nonparametric pointwise estimation for a regression model with multiplicative noise
• Non-parametric Poisson regression from independent and weakly dependent observations by model selection
• A robust algorithm for estimating regression and dispersion parameters in non-stationary longitudinally correlated Com-Poisson data
• Minimax regression estimation for Poisson coprocess

Describes a project that uses

Uses Software

• fda (R)

This page was built for publication: Nonparametric regression estimation onto a Poisson point process covariate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2786480)