Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries

DOI10.1051/ps:2007039zbMath1186.62063MaRDI QIDQ5190286

Ludovic Menneteau

Publication date: 15 March 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/244785

zbMATH Keywords

extreme values; central limit theorem; moderate deviation principles; shape estimation; functional estimate

Mathematics Subject Classification ID

62M30: Inference from spatial processes

62G05: Nonparametric estimation

60F05: Central limit and other weak theorems

62M09: Non-Markovian processes: estimation

60G70: Extreme value theory; extremal stochastic processes

62G32: Statistics of extreme values; tail inference

60F10: Large deviations

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Frontier estimation with kernel regression on high order moments, \(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative, Kernel estimators of extreme level curves

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