Estimation non paramétrique de discontinuités d'une fonction d'intensité
V. Couallier; P. Sarda; P. Vieu
Revue de Statistique Appliquée (1997)
- Volume: 45, Issue: 3, page 89-106
- ISSN: 0035-175X
Access Full Article
topHow to cite
topReferences
top- Aalen, O. (1978), Nonparametric inference for a family of counting processes, Ann. Statis., 6, 701-726. Zbl0389.62025MR491547
- Brenguier, J.L. (1993), Observations of cloud microstructure at the centimeter scale, J. of Applied Meteorology, 32, 783-793.
- Broniatowski, M. (1993), Cross validation in kernel nonparametric density estimation : a survey, Publi. de l'I.S. U.P., vol XXXVII, 3-4, 3-28. Zbl0779.62034MR1743774
- Brooks, M.M. and Marron, J.S. (1991), Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions, Stochastic Processes and their Applications, 38, 157-165, North-Holland. Zbl0724.62084MR1116308
- Cox, D.R. and Isham, V. (1980), Point processes, Chapmann and Hall, London. Zbl0441.60053MR598033
- Diggle, P. (1985), A Kernel Method for Smoothing Point Process Data, Appl. Statist., 34, 138-147. Zbl0584.62140
- Diggle, P. and Marron, J.S. (1988), Equivalence of Smoothing Parameters Selectors in Density and Intensity Estimation, J. of the American Statistical Association, 83, 793-800. Zbl0662.62036MR963807
- Kingman, J.F.C. (1993), Poisson Processes, Oxford University Press Inc., New-York. Zbl0771.60001MR1207584
- Marron, J.S. (1988), Automatic smoothing parameter selection : a survey, Empirical Economics, 13, 187-208.
- Moncaup, S., Sarda, P. et Vieu P. (1995), Une mise en oeuvre d'estimateurs non paramétriques sur des données météorologiques, Revue de Statistique Appliquée, Vol XLIII(4), 77-88.
- Ramlau-Hansen, H. (1983), Smoothing counting process intensities by mean of kernel functions, Ann. Statist., 11, 453-466. Zbl0514.62050MR696058
- Vieu, P. (1993), Bandwidth selection for kernel regression : a survey. In "Computer Intensitive Methods in Statistics". Ed. W. HÄRDLE and L. SIMAR, Statistics and Computing, Physica Verlag, 1, 134-149. MR1224457
- Wu, J.S. and Chu, C.K. (1993a), Kernel-Type Estimators of Jump Points and Values of a Regression Function, Ann. Statist., 21, 1545- 1566. Zbl0795.62043MR1241278
- Wu, J.S. and Chu, C.K. (1993b), Nonparametric Function Estimation and Bandwidth Selection for Discontinuous Regression Functions, Statistica Sinica, 3, 557-576. Zbl0822.62024MR1243401