Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions

Maria Mori Brooks and J. Stephen Marron

Stochastic Processes and their Applications, 1991, vol. 38, issue 1, 157-165

Abstract: In this paper, kernel function methods are considered for estimating the intensity function of a non-homogeneous Poisson process. A least-squares cross-validation bandwidth for the kernel intensity estimator is introduced, and it is proven that this bandwidth is asymptotically optimal for kernel intensity estimation.

Keywords: bandwidth; selection; intensity; function; cross-validation; bandwidth; kernel; estimation; nonstationary; Poisson; processes (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(91)90076-O
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:38:y:1991:i:1:p:157-165

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().