879 research outputs found
Extreme values and kernel estimates of point processes boundaries
We present a method for estimating the edge of a two-dimensional bounded set,
given a finite random set of points drawn from the interior. The estimator is
based both on a Parzen-Rosenblatt kernel and extreme values of point processes.
We give conditions for various kinds of convergence and asymptotic normality.
We propose a method of reducing the negative bias and edge effects, illustrated
by a simulation
Frontier estimation with local polynomials and high power-transformed data
We present a new method for estimating the frontier of a sample. The
estimator is based on a local polynomial regression on the power-transformed
data. We assume that the exponent of the transformation goes to infinity while
the bandwidth goes to zero. We give conditions on these two parameters to
obtain almost complete convergence. The asymptotic conditional bias and
variance of the estimator are provided and its good performance is illustrated
on some finite sample situations
Central limit theorems for smoothed extreme value estimates of Poisson point processes boundaries
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
Smoothed extreme value estimators of non-uniform point processes boundaries with application to star-shaped supports estimation
We address the problem of estimating the edge of a bounded set in R^d given a
random set of points drawn from the interior. Our method is based on a
transformation of estimators dedicated to uniform point processes and obtained
by smoothing some of its bias corrected extreme points. An application to the
estimation of star-shaped supports is presented
Estimation procedures for a semiparametric family of bivariate copulas
In this paper, we propose simple estimation methods dedicated to a
semiparametric family of bivariate copulas. These copulas can be simply
estimated through the estimation of their univariate generating function. We
take profit of this result to estimate the associated measures of association
as well as the high probability regions of the copula. These procedures are
illustrated on simulations and on real data
Symmetry and dependence properties within a semiparametric family of bivariate copulas
In this paper, we study a semiparametric family of bivariate copulas. The
family is generated by an univariate function, determining the symmetry (radial
symmetry, joint symmetry) and dependence property (quadrant dependence, total
positivity, ...) of the copulas. We provide bounds on different measures of
association (such as Kendall's Tau, Spearman's Rho) for this family and several
choices of generating functions allowing to reach these bounds
Projection estimates of point processes boundaries
We present a method for estimating the edge of a two-dimensional bounded set,
given a finite random set of points drawn from the interior. The estimator is
based both on projections on C^1 bases and on extreme points of the point
process. We give conditions on the Dirichlet's kernel associated to the C^1
bases for various kinds of convergence and asymptotic normality. We propose a
method for reducing the negative bias and illustrate it by a simulation
Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
We present a new family of estimators of the Weibull tail-coefficient. The
Weibull tail-coefficient is defined as the regular variation coefficient of the
inverse failure rate function. Our estimators are based on a linear combination
of log-spacings of the upper order statistics. Their asymptotic normality is
established and illustrated for two particular cases of estimators in this
family. Their finite sample performances are presented on a simulation study
Auto-associative models, nonlinear Principal component analysis, manifolds and projection pursuit
In this paper, auto-associative models are proposed as candidates to the
generalization of Principal Component Analysis. We show that these models are
dedicated to the approximation of the dataset by a manifold. Here, the word
"manifold" refers to the topology properties of the structure. The
approximating manifold is built by a projection pursuit algorithm. At each step
of the algorithm, the dimension of the manifold is incremented. Some
theoretical properties are provided. In particular, we can show that, at each
step of the algorithm, the mean residuals norm is not increased. Moreover, it
is also established that the algorithm converges in a finite number of steps.
Some particular auto-associative models are exhibited and compared to the
classical PCA and some neural networks models. Implementation aspects are
discussed. We show that, in numerous cases, no optimization procedure is
required. Some illustrations on simulated and real data are presented
A note on extreme values and kernel estimators of sample boundaries
In a previous paper, we studied a kernel estimate of the upper edge of a
two-dimensional bounded set, based upon the extreme values of a Poisson point
process. The initial paper "Geffroy J. (1964) Sur un probl\`eme d'estimation
g\'eom\'etrique.Publications de l'Institut de Statistique de l'Universit\'e de
Paris, XIII, 191-200" on the subject treats the frontier as the boundary of the
support set for a density and the points as a random sample. We claimed
in"Girard, S. and Jacob, P. (2004) Extreme values and kernel estimates of point
processes boundaries.ESAIM: Probability and Statistics, 8, 150-168" that we are
able to deduce the random sample case fr om the point process case. The present
note gives some essential indications to this end, including a method which can
be of general interest
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