Extreme Values and Haar Series Estimates of Point Process Boundaries

DOI10.1111/1467-9469.00336zbMath1053.62093arXiv1103.5947OpenAlexW2093695638MaRDI QIDQ4828205

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Publication date: 24 November 2004

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.5947

zbMATH Keywords

extreme valuesPoisson processHaar basisshape estimation

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Strong limit theorems (60F15)

Related Items (11)

Asymptotic normality of theL₁-error of a boundary estimator ⋮ A random approximation of set valued càdlàg functions ⋮ \(L_1\)-optimal nonparametric frontier estimation via linear programming ⋮ Frontier estimation with kernel regression on high order moments ⋮ \(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative ⋮ Recovering the shape of a point cloud in the plane ⋮ On the asymptotic normality of the \(L_1\)-error for Haar series estimates of Poisson point processes boundaries. ⋮ Frontier estimation via kernel regression on high power-transformed data ⋮ Extreme values and kernel estimates of point processes boundaries ⋮ Frontier estimation with local polynomials and high power-transformed data ⋮ Central limit theorems for smoothed extreme value estimates of Poisson point processes bound\-aries

Cites Work

• Estimating the edge of a Poisson process by orthogonal series
• Estimation of non-sharp support boundaries

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