Asymptotic normality of the L1-error for Geffroy's estimate of point process boundaries

Stéphane Girard; Pierre Jacob

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Asymptotic normality of the L1-error for Geffroy's estimate of point process boundaries

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Asymptotic normality of the L1-error for Geffroy's estimate of point process boundaries

Stéphane Girard et Pierre Jacob

Publications de l'Institut de Statistique de l'Université de Paris, Vol.XLIX, pp.3-17

2005

Résumé

Extreme values

Poisson process

central limit theorern

In this Note, the L\- error of Geffroy’s estimate of a Poisson point process boundary is shown to be asymptoticallv normal. We give conditions such that the asymptotic mean and variance do not depend on the unknown boundary. This resuit is illustrated by a simulation.

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Titre: Asymptotic normality of the L1-error for Geffroy's estimate of point process boundaries
Créateurs - sans rôle: Stéphane Girard - Modelling and Inference of Complex and Structured Stochastic Systems [?-2006]
Pierre Jacob - Université de Montpellier, Institut Montpelliérain Alexander Grothendieck - IMAG
Détails de publication: Publications de l'Institut de Statistique de l'Université de Paris, Vol.XLIX, pp.3-17
Identifiants: 99150904309311
Unité académique: Institut Montpelliérain Alexander Grothendieck - IMAG
Langue: English
Type de ressource: Journal article
Champs locaux: hal-00383170