Asymptotics for \(p\)-value based threshold estimation in regression settings
From MaRDI portal
Publication:372134
DOI10.1214/13-EJS845zbMath1294.62106MaRDI QIDQ372134
Moulinath Banerjee, Atul Mallik, Bodhisattva Sen
Publication date: 14 October 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1381239959
least squares; nonparametric estimation; change-point; baseline value; stump function; integral of a transformed Gaussian process
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62G30: Order statistics; empirical distribution functions
Related Items
Asymptotics for \(p\)-value based threshold estimation under repeated measurements, Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes, Almost sure uniqueness of a global minimum without convexity, On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process, Detecting gradual changes in locally stationary processes
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