ASYMPTOTIC OPTIMALITY OF THE LEAST-SQUARES CROSS-VALIDATION BANDWIDTH FOR KERNEL ESTIMATES OF INTENSITY FUNCTIONS
[摘要] In this paper, kernel function methods are considered for estimating the intensity function of a nonhomogeneous 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.
[发布日期] 1991-06-01 [发布机构]
[效力级别] [学科分类]
[关键词] BANDWIDTH SELECTION;INTENSITY FUNCTION;CROSS-VALIDATION BANDWIDTH;KERNEL ESTIMATION;NONSTATIONARY POISSON PROCESSES [时效性]
