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Central limit theorems for smoothed extreme value estimates of point processes boundaries
Journal article   Open access   Peer reviewed

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

Stéphane Girard and Ludovic Menneteau
Journal of Statistical Planning and Inference, Vol.135(2), pp.433-460
2005

Abstract

In this paper, we give sufficient conditions to establish central limit theorems for boundary estimates of Poisson point processes. The considered estimates are obtained by smoothing some bias corrected extreme values of the point process. We show how the smoothing leads Gaussian asymptotic distributions and therefore pointwise confidence intervals. Some new unidimensional and multidimensional examples are provided.
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