On the asymptotic normality of the \(L_1\)-error for Haar series estimates of Poisson point processes boundaries.

DOI10.1016/j.spl.2003.10.005zbMath1116.60334OpenAlexW2041636376MaRDI QIDQ1423049

Stéphane Girard

Publication date: 14 February 2004

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

Full work available at URL: https://doi.org/10.1016/j.spl.2003.10.005

zbMATH Keywords

Poisson processHaar basisCentral limit theoremExtreme values

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Extreme values and kernel estimates of point processes boundaries

Cites Work

• Minimax theory of image reconstruction
• Estimation of functionals of density support
• Projection estimates of point processes boundaries
• Efficient estimation of monotone boundaries
• Asymptotical minimax recovery of sets with smooth boundaries
• Estimating the edge of a Poisson process by orthogonal series
• Estimation of non-sharp support boundaries
• On the lrerror in histogram density estimation: The multidimensional case
• On the asymptotic normality of the L₁‐ and L₂‐errors in histogram density estimation
• Extreme Values and Haar Series Estimates of Point Process Boundaries
• Asymptotic Normality ofL₁-Error in Density Estimation
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