Adaptive confidence sets for kink estimation

DOI10.1214/19-EJS1555MaRDI QIDQ2414499zbMATH OpenOpenAlexFDO

Authors Viktor Bengs, Hajo Holzmann

Publication date 17 May 2019

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1555380050

zbMATH Keywords

adaptive estimationchange-point estimationLepski's methodlimit theoremnonparametric statisticsregression curveZ-estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12)

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Cited in

(2)

• Asymptotic confidence sets for the jump curve in bivariate regression problems
• Kink estimation with correlated noise

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