Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions

DOI10.1016/0304-4149(91)90076-OMaRDI QIDQ758067zbMATH OpenOpenAlexWikidataFDO

Authors Maria Mori Brooks, J. S. Marron

Publication date 1991

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(91)90076-o

zbMATH Keywords

asymptotic optimalitybandwidth selectionkernel intensity estimatorleast-squares cross-validation bandwidthnon-homogeneous Poisson process

Mathematics Subject Classification ID

Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• Nonparametric estimation of intensities of nonhomogeneous Poisson processes
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Cites work

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Cited in

(10)

• Infill asymptotics and bandwidth selection for kernel estimators of spatial intensity functions
• Bootstrapping kernel intensity estimation for inhomogeneous point processes with spatial covariates
• Confidence sets for the maximizers of intensity functions
• Consistent smooth bootstrap kernel intensity estimation for inhomogeneous spatial Poisson point processes
• scientific article; zbMATH DE number 572281 (Why is no real title available?)
• Nonparametric estimation of intensities of nonhomogeneous Poisson processes
• BAYESIAN SELECTION OF LOCAL BANDWIDTH IN NON-HOMOGENEOUS POISSON PROCESS KERNEL ESTIMATORS FOR THE INTENSITY FUNCTION
• Infill asymptotics for adaptive kernel estimators of spatial intensity
• Bayesian Selection of Adaptive Bandwidth in Non-homogeneous Poisson Process Kernel Estimators for the Intensity Function
• Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions

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