Central limit theorems for smoothed extreme value estimates of Poisson point processes boundaries
Statistics Theory
2011-03-31 v1 Statistics Theory
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.
Keywords
Cite
@article{arxiv.1103.5884,
title = {Central limit theorems for smoothed extreme value estimates of Poisson point processes boundaries},
author = {Stéphane Girard and Ludovic Menneteau},
journal= {arXiv preprint arXiv:1103.5884},
year = {2011}
}