Logo image
Se connecter
Multidimensional limit theorems for smoothed extreme value estimates of pointprocesses boundaries
Article de revue   Avec comité de lecture

Multidimensional limit theorems for smoothed extreme value estimates of pointprocesses boundaries

Probability and statistics, Vol.12, pp.273-307
04/2008

Résumé

62G05 central limit theorem extreme values Functional estimate moderate deviation principles Primary 60G70 Secondary 62M30 shape estimation
In this paper, we give sufficient conditions to establish central limit theorems and moderate deviation principle for a class of support estimates of empirical and Poisson point processes. The considered estimates are obtained by smoothing some bias corrected extreme values of the point process. We show how the smoothing permits to obtain Gaussian asymptotic limits and therefore pointwise confidence intervals. Some unidimensional and multidimensional examples are provided.

Indicateurs

1 Consultations de la notice

Détails

Logo image