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

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Couallier, V., Sarda, P., and Vieu, P.. "Estimation non paramétrique de discontinuités d'une fonction d'intensité." Revue de Statistique Appliquée 45.3 (1997): 89-106. <http://eudml.org/doc/106423>.

@article{Couallier1997,
author = {Couallier, V., Sarda, P., Vieu, P.},
journal = {Revue de Statistique Appliquée},
language = {fre},
number = {3},
pages = {89-106},
publisher = {Société de Statistique de France},
title = {Estimation non paramétrique de discontinuités d'une fonction d'intensité},
url = {http://eudml.org/doc/106423},
volume = {45},
year = {1997},
}

TY - JOUR
AU - Couallier, V.
AU - Sarda, P.
AU - Vieu, P.
TI - Estimation non paramétrique de discontinuités d'une fonction d'intensité
JO - Revue de Statistique Appliquée
PY - 1997
PB - Société de Statistique de France
VL - 45
IS - 3
SP - 89
EP - 106
LA - fre
UR - http://eudml.org/doc/106423
ER -

References

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  4. 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
  5. Cox, D.R. and Isham, V. (1980), Point processes, Chapmann and Hall, London. Zbl0441.60053MR598033
  6. Diggle, P. (1985), A Kernel Method for Smoothing Point Process Data, Appl. Statist., 34, 138-147. Zbl0584.62140
  7. 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
  8. Kingman, J.F.C. (1993), Poisson Processes, Oxford University Press Inc., New-York. Zbl0771.60001MR1207584
  9. Marron, J.S. (1988), Automatic smoothing parameter selection : a survey, Empirical Economics, 13, 187-208. 
  10. 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. 
  11. Ramlau-Hansen, H. (1983), Smoothing counting process intensities by mean of kernel functions, Ann. Statist., 11, 453-466. Zbl0514.62050MR696058
  12. 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
  13. 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
  14. 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

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