Infill asymptotics and bandwidth selection for kernel estimators of spatial intensity functions

DOI10.1007/S11009-019-09749-XMaRDI QIDQ2218832zbMATH OpenOpenAlexWikidataFDO

Authors M. N. M. Van Lieshout

Publication date 18 January 2021

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1904.05095

zbMATH Keywords

bandwidthinfill asymptoticsintensity functionkernel estimatormean squared errorpoint process

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Density estimation (62G07)

Abstract: We investigate the asymptotic mean squared error of kernel estimators of the intensity function of a spatial point process. We show that when $n$ independent copies of a point process in $mathbb{R}^d$ are superposed, the optimal bandwidth $h_n$ is of the order $n^{-1/(d+4)}$ under appropriate smoothness conditions on the kernel and true intensity function. We apply the Abramson principle to define adaptive kernel estimators and show that asymptotically the optimal adaptive bandwidth is of the order $n^{-1/(d+8)}$ under appropriate smoothness conditions.

Recommendations

• Infill asymptotics for adaptive kernel estimators of spatial intensity
• On the amount of noise inherent in bandwidth selection for a kernel density estimator
• Asymptotic properties of nonparametric intensity estimation for replicated spatial point patterns
• Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions
• On the utility of asymptotic bandwidth selectors for spatially adaptive kernel density estimation

Cites work

• A Kernel Method for Smoothing Point Process Data
• A non-model-based approach to bandwidth selection for kernel estimators of spatial intensity functions
• An iterative bandwidth selector for kernel estimation of densities and their derivatives
• Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions
• Bootstrap Confidence Regions for the Intensity of a Poisson Point Process
• Consistent smooth bootstrap kernel intensity estimation for inhomogeneous spatial Poisson point processes
• Estimation of the intensity of a Poisson point process by means of nearest neighbor distances
• scientific article; zbMATH DE number 4098522 (Why is no real title available?)
• scientific article; zbMATH DE number 1082208 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• On bandwidth variation in kernel estimates. A square root law
• On Estimation of a Probability Density Function and Mode
• On estimation of the intensity function of a point process
• Statistical Inference for Spatial Processes
• Stochastic geometry and its applications

Cited in

(7)

• On the utility of asymptotic bandwidth selectors for spatially adaptive kernel density estimation
• Asymptotic properties of nonparametric intensity estimation for replicated spatial point patterns
• A Composite Likelihood Cross‐validation Approach in Selecting Bandwidth for the Estimation of the Pair Correlation Function
• Infill asymptotics for adaptive kernel estimators of spatial intensity
• Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions
• On estimating the asymptotic variance of stationary point processes
• Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions

Describes a project that uses

Uses Software

• spatial
• KernSmooth
• DTFE

This page was built for publication: Infill asymptotics and bandwidth selection for kernel estimators of spatial intensity functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2218832)