Estimation of a regression function with a sharp change point using boundary wavelets

DOI10.1016/J.SPL.2003.08.019MaRDI QIDQ2567199zbMATH OpenOpenAlexFDO

Authors Cheolwoo Park, Woo Chul Kim

Publication date 29 September 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2003.08.019

zbMATH Keywords

block thresholdingboundary waveletsrate of convergencesharp change point problemwavelet function estimation

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric regression and quantile regression (62G08)

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Cites work

• Adaptive wavelet estimation: A block thresholding and oracle inequality approach
• Change point estimation using nonparametric regression
• Change-points in nonparametric regression analysis
• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
• Ideal spatial adaptation by wavelet shrinkage
• Interpolation of Besov Spaces
• Jump and sharp cusp detection by wavelets
• Kernel estimation of discontinuous regression functions
• Minimax estimation of sharp change points
• Minimax estimation via wavelet shrinkage
• Miscellanea. A note on design transformation and binning in nonparametric curve estimation
• Ten Lectures on Wavelets
• Wavelets
• Wavelets on the interval and fast wavelet transforms
• Wavelets, approximation, and statistical applications

Cited in

(9)

• Minimax estimation of sharp change points
• Wavelet estimation of a regression function with a sharp change point in a random design
• Optimal change-point estimation from indirect observations
• A jump-detecting procedure based on spline estimation
• A change-point problem and inference for segment signals
• Change-point estimation from indirect observations. 1. Minimax complexity
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
• Mixtures of regressions with changepoints
• Block thresholding wavelet regression using SCAD penalty

Describes a project that uses

Uses Software

• wavethresh

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