arXiv subjects

Ludovic Menneteau

Publications and source records attributed to Ludovic Menneteau.

3 recordsLinked to original sources

arXiv2013

Bivariate copulas defined from matrices

We propose a semiparametric family of copulas based on a set of orthonormal functions and a matrix. This new copula permits to reach values of Spearman's Rho arbitrarily close to one without introducing a singular component. Moreover, it encompasses several extensions of FGM copulas as well as copulas based on partition of unity such as Bernstein or checkerboard copulas. Finally, it is also shown that projection of arbitrary densities of copulas onto tensor product bases can enter our framework.

math.ST↗

arXiv2011

Smoothed extreme value estimators of non-uniform point processes boundaries with application to star-shaped supports estimation

We address the problem of estimating the edge of a bounded set in R^d given a random set of points drawn from the interior. Our method is based on a transformation of estimators dedicated to uniform point processes and obtained by smoothing some of its bias corrected extreme points. An application to the estimation of star-shaped supports is presented.

stat.ME↗

arXiv2011

Central limit theorems for smoothed extreme value estimates of Poisson point processes boundaries

In this paper, we give sufficient conditions to establish central limit theorems for boundary estimates of Poisson point processes. The considered estimates are obtained by smoothing some bias corrected extreme values of the point process. We show how the smoothing leads Gaussian asymptotic distributions and therefore pointwise confidence intervals. Some new unidimensional and multidimensional examples are provided.

math.ST↗