Multiscale change-point segmentation: beyond step functions
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Publication:2326059
DOI10.1214/19-EJS1608zbMath1429.62145arXiv1708.03942MaRDI QIDQ2326059
Axel Munk, Housen Li, Qinghai Guo
Publication date: 4 October 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.03942
robustness; approximation spaces; adaptive estimation; model misspecification; oracle inequality; change-point regression; multiscale inference; jump detection
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G35: Nonparametric robustness
Uses Software