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Statistics > Methodology

arXiv:1103.5931 (stat)
[Submitted on 30 Mar 2011]

Title:Extreme values and kernel estimates of point processes boundaries

Authors:Stéphane Girard, Pierre Jacob
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Abstract:We present a 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 a Parzen-Rosenblatt kernel and extreme values of point processes. We give conditions for various kinds of convergence and asymptotic normality. We propose a method of reducing the negative bias and edge effects, illustrated by a simulation.
Subjects: Methodology (stat.ME); Statistics Theory (math.ST)
Cite as: arXiv:1103.5931 [stat.ME]
  (or arXiv:1103.5931v1 [stat.ME] for this version)
  https://doi.org/10.48550/arXiv.1103.5931
Journal reference: ESAIM: Probability and Statistics, 8, 150-168, 2004

Submission history

From: Stephane Girard [view email]
[v1] Wed, 30 Mar 2011 13:57:03 UTC (15 KB)
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