Extreme Values and Haar Series Estimates of Point Process Boundaries

DOI10.1111/1467-9469.00336zbMATH Open1053.62093arXiv1103.5947OpenAlexW2093695638MaRDI QIDQ4828205FDOQ4828205

Authors:

Publication date: 24 November 2004

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

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.

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

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zbMATH Keywords

extreme valuesPoisson processHaar basisshape estimation

Mathematics Subject Classification ID

Inference from spatial processes (62M30) 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) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Cites Work

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

Cited In (16)

• Frontier estimation with kernel regression on high order moments
• Extreme values and kernel estimates of point processes boundaries
• A random approximation of set valued càdlàg functions
• Projection estimates of point processes boundaries
• On the asymptotic normality of the \(L_1\)-error for Haar series estimates of Poisson point processes boundaries.
• Estimating the edge of a Poisson process by orthogonal series
• \(L_1\)-optimal nonparametric frontier estimation via linear programming
• Frontier estimation via kernel regression on high power-transformed data
• Central limit theorems for smoothed extreme value estimates of Poisson point processes bound\-aries
• Frontier estimation with local polynomials and high power-transformed data
• \(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative
• Recovering the shape of a point cloud in the plane
• Asymptotic normality of theL₁-error of a boundary estimator
• A note on extreme values and kernel estimators of sample boundaries
• Title not available (Why is that?)
• Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries

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