ESTIMATING THE EDGE OF A POISSON-PROCESS BY ORTHOGONAL SERIES

被引:16
|
作者
JACOB, P [1 ]
SUQUET, C [1 ]
机构
[1] UNIV SCI & TECH LILLE FLANDRES ARTOIS,UFR MATH,STAT & PROBABILITES LAB,F-59655 VILLENEUVE DASCQ,FRANCE
关键词
POISSON PROCESS; PATTERN RECOGNITION; ORTHOGONAL FUNCTIONS;
D O I
10.1016/0378-3758(94)00103-3
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let a homogeneous Poisson process with support delimited by the axis and the graph of a function f defined on [0, 1]. We study the asymptotical properties of a class of estimators of f obtained by the method of orthogonal functions. We give sufficient conditions for uniform convergences, we prove the asymptotical normality of the multivariate distributions and we find confidence intervals.
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页码:215 / 234
页数:20
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