Fold-up derivatives of set-valued functions and the change-set problem: a survey
central limit theoremchange-set problemderivative setfold-up derivativesgeneralized functionsinfinitesimal image analysislocal point processlocal Steiner formulanormal cylinderset-valued mapping
Set-valued and variational analysis (49J53) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Asymptotic properties of nonparametric inference (62G20)
\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.
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- A local Steiner-type formula for general closed sets and applications
- A measure-valued approach to convex set-valued dynamics
- A nonparametric approach to the estimation of lengths and surface areas
- A note on contiguity and Hellinger distance
- A set-indexed process in a two-region image
- A survey of subdifferential calculus with applications
- An Introduction to the Theory of Point Processes
- Asymptotic methods in statistical decision theory
- Asymptotic Statistics
- Asymptotic theory for statistics of the Poisson-Voronoi approximation
- Asymptotical minimax recovery of sets with smooth boundaries
- Asymptotics in statistics. Some basic concepts.
- Bestimmung konvexer Körper durch Krümmungsmaße
- Boundary Estimation
- Central limit theorems for local empirical processes near boundaries of sets
- Convex Bodies The Brunn-MinkowskiTheory
- Curvature Measures
- Differentiation of sets -- the general case
- Differentiation of sets in measure
- Finding the edge of a Poisson forest
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- Introduction to empirical processes and semiparametric inference
- Invariant measures of set-valued maps
- Kinematic formulas for sets defined by differences of convex functions
- Laws of large numbers in stochastic geometry with statistical applications
- Local empirical processes near boundaries of convex bodies
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
- Minimax theory of image reconstruction
- Multivalued stochastic differential equations: Convergence of a numerical scheme
- Nonstandard local empirical processes indexed by sets
- On the almost sure coverage property of Voronoi tessellation: the ℝ1 case
- On the estimation of a star-shaped set
- On the Volume of Tubes
- Optimal detection of a change-set in a spatial Poisson process
- Outer Minkowski content for some classes of closed sets
- Poisson and Gaussian approximation of weighted local empirical processes
- Principal component decomposition of non-parametric tests
- Set Reconstruction by Voronoi Cells
- Set-valued analysis
- Stochastic and Integral Geometry
- Stochastic integrals of set-valued processes and fuzzy processes
- The eclipsing concept to approximate a multi-valued mapping
- Weak convergence and empirical processes. With applications to statistics
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