Estimation of a regression function with a sharp change point using boundary wavelets

DOI10.1016/J.SPL.2003.08.019zbMath1070.62023OpenAlexW2065273272MaRDI QIDQ2567199

Cheol-Woo Park, Woo Chul Kim

Publication date: 29 September 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.08.019

zbMATH Keywords

rate of convergenceblock thresholdingboundary waveletssharp change point problemwavelet function estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items (7)

Mixtures of regressions with changepoints ⋮ A change-point problem and inference for segment signals ⋮ A jump-detecting procedure based on spline estimation ⋮ Block thresholding wavelet regression using SCAD penalty ⋮ Optimal change-point estimation from indirect observations ⋮ Change-point estimation from indirect observations. 1. Minimax complexity ⋮ Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance

Uses Software

• wavethresh

Cites Work

• Change-points in nonparametric regression analysis
• Wavelets on the interval and fast wavelet transforms
• Change point estimation using nonparametric regression
• Wavelets, approximation, and statistical applications
• Adaptive wavelet estimation: A block thresholding and oracle inequality approach
• Minimax estimation via wavelet shrinkage
• Minimax estimation of sharp change points
• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
• Kernel estimation of discontinuous regression functions
• Interpolation of Besov Spaces
• Ten Lectures on Wavelets
• Miscellanea. A note on design transformation and binning in nonparametric curve estimation
• Ideal spatial adaptation by wavelet shrinkage
• Wavelets
• Jump and sharp cusp detection by wavelets

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