Minimax estimation of sharp change points

DOI10.1214/AOS/1024691247zbMath0929.62039OpenAlexW2002370625MaRDI QIDQ1807135

Marc Raimondo

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691247

zbMATH Keywords

nonparametric regressionchange point

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

Related Items (37)

Estimation of regression functions with a discontinuity in a derivative with local polynomial fits ⋮ Data-Driven Discontinuity Detection in Derivatives of a Regression Function ⋮ Curve Fitting Under Jump and Peak Irregularities Using Local Linear Regression ⋮ Obtaining minimax lower bounds: a review ⋮ Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility ⋮ Wavelet estimation of a regression function with a sharp change point in a random design ⋮ On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions ⋮ Bootstrap test for change-points in nonparametric regression ⋮ Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features ⋮ On estimation errors in optical communication and location ⋮ On parameter estimation for cusp-type signals ⋮ Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences ⋮ Semiparametric shift estimation based on the cumulated periodogram for non-regular functions ⋮ A change-point problem and inference for segment signals ⋮ Kernel estimation of discontinuous regression functions ⋮ Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points ⋮ A scale-space approach with wavelets to singularity estimation ⋮ Optimal change-point estimation from indirect observations ⋮ Localising change points in piecewise polynomials of general degrees ⋮ Singularity estimation via structural intensity: applications and modifications ⋮ Kink estimation with correlated noise ⋮ Change-Point Estimation in Long Memory Nonparametric Models with Applications ⋮ Change-point estimation from indirect observations. 1. Minimax complexity ⋮ On a multi-channel change-point problem ⋮ Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance ⋮ Consistent multiple changepoint estimation with fused Gaussian graphical models ⋮ Wavelet change-point estimation for long memory non-parametric random design models ⋮ Detection of Change Point in Nonparametric Function with Unit-Root Noise by Wavelet ⋮ Detecting Changes in Slope With an L₀ Penalty ⋮ Detecting multiple generalized change-points by isolating single ones ⋮ Consistency of a range of penalised cost approaches for detecting multiple changepoints ⋮ Estimation of a regression function with a sharp change point using boundary wavelets ⋮ Adaptive confidence interval for pointwise curve estimation. ⋮ Detection and Estimation of Jump Points in Non parametric Regression Function withAR(1) Noise ⋮ Detecting gradual changes in locally stationary processes ⋮ Inference for single and multiple change-points in time series ⋮ Asymptotic properties of semiparametric \(M\)-estimators with multiple change points

Uses Software

• wavethresh

Cites Work

• Unnamed Item
• Unnamed Item
• Minimax theory of image reconstruction
• The asymptotic behavior of some nonparametric change-point estimators
• Change-points in nonparametric regression analysis
• Image processing for plane domains: Change-point problems for the domain's area
• A theory for multiresolution signal decomposition: the wavelet representation
• On Minimax Estimation of a Discontinuous Signal
• Ten Lectures on Wavelets
• A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
• Ideal spatial adaptation by wavelet shrinkage
• Jump and sharp cusp detection by wavelets
• Inference about the change-point in a sequence of random variables

This page was built for publication: Minimax estimation of sharp change points