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

DOI10.1051/PS:2007039MaRDI QIDQ5190286zbMATH OpenOpenAlexFDO

Authors 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

central limit theoremextreme valuesfunctional estimatemoderate deviation principlesshape estimation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Non-Markovian processes: estimation (62M09) Inference from spatial processes (62M30)

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Cited in

(4)

• Kernel estimators of extreme level curves
• Central limit theorems for smoothed extreme value estimates of Poisson point processes bound\-aries
• Frontier estimation with kernel regression on high order moments
• \(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative

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