Estimating the edge of a Poisson process by orthogonal series

DOI10.1016/0378-3758(94)00103-3zbMath0834.62075OpenAlexW2093007208MaRDI QIDQ1901731

Yanyan Li

Publication date: 8 April 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00103-3

zbMATH Keywords

confidence intervalspattern recognitionasymptotic normalityuniform convergenceorthogonal functionsHaar basishomogeneous Poisson processtrigonometric basis

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (12)

\(L_1\)-optimal nonparametric frontier estimation via linear programming ⋮ Extreme Values and Haar Series Estimates of Point Process Boundaries ⋮ Regression and edge estimation ⋮ Frontier estimation with kernel regression on high order moments ⋮ \(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative ⋮ Projection estimates of point processes boundaries ⋮ Kernel estimation of extreme regression risk measures ⋮ 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

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