Fold-up derivatives of set-valued functions and the change-set problem: a survey (Q1695752): Difference between revisions

\textit{E. V. Khmaladze} [J. Math. Anal. Appl. 334, No. 2, 1055--1072 (2007; Zbl 1127.49016)] introduced a set-valued derivative of a \(d\)-dimensional set-valued function (\(d \geq 1\)), called \textit{fold-up derivative}. This long review article discusses the geometric properties of such derivatives and applications to statistical testing of change-set problems (as in a change-point problem in one dimension). Two distributional convergence results involving Poisson point processes and one central limit theorem with limiting normal distribution are given. Extensions and variants of the fold-up derivative are also discussed.