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Multidimensional limit theorems for smoothed extreme value estimates of pointprocesses boundaries
Published online by Cambridge University Press: 08 May 2008
Abstract
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.
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- Research Article
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- © EDP Sciences, SMAI, 2008
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