Block thresholding for a density estimation problem with a change-point

DOI10.1142/S1793557109000467MaRDI QIDQ5189958zbMATH OpenOpenAlexFDO

Authors Christophe Chesneau

Publication date 11 March 2010

Published in Asian-European Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s1793557109000467

zbMATH Keywords

block thresholdingchange-pointdensity estimationwavelets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Detecting changes in signals and systems - a survey
• scientific article; zbMATH DE number 1461443 (Why is no real title available?)
• Inference for change point and post change means after a CUSUM test.
• Nonparametric curve estimation. Methods, theory, and applications

Cited in

(4)

• Pointwise wavelet estimation of density function with change-points based on NA and biased sample
• Wavelet block thresholding for density estimation in the presence of bias
• Nonparametric estimation of a quantile density function under L_p risk via block thresholding method
• Block thresholding for density estimation: local and global adaptivity

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