Change-point estimation under adaptive sampling

DOI10.1214/08-AOS602zbMath1168.62018arXiv0908.1838OpenAlexW2072389800MaRDI QIDQ2388980

Yan Lan, Moulinath Banerjee, George Michailidis

Publication date: 22 July 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.1838

zbMATH Keywords

Skorokhod topologyadaptive samplingtwo-stage procedurechange point estimationmultistage procedurezoom-in

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) General nonlinear regression (62J02) Sequential estimation (62L12)

Related Items (15)

Asymptotics for \(p\)-value based threshold estimation under repeated measurements ⋮ Discussion of `Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection' ⋮ On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions ⋮ Asymmetric cusp estimation in regression models ⋮ Change-point estimation under adaptive sampling ⋮ Change Point Estimation in Regression Models with Fixed Design ⋮ Bayesian mode and maximum estimation and accelerated rates of contraction ⋮ Bootstrapping a change-point Cox model for survival data ⋮ Asymptotic normality of a change plane estimator in fixed dimension with near-optimal rate ⋮ Change-point in stochastic design regression and the bootstrap ⋮ A continuous mapping theorem for the smallest argmax functional ⋮ On rapid change points under long memory ⋮ Asymptotics for change-point models under varying degrees of mis-specification ⋮ Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function ⋮ Smooth change point estimation in regression models with random design

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