Asymptotics for p-value based threshold estimation in regression settings

DOI10.1214/13-EJS845zbMATH Open1294.62106MaRDI QIDQ372134FDOQ372134

Authors: Atul Mallik, Moulinath Banerjee, 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

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nonparametric estimation least squares baseline value change-point stump function integral of a transformed Gaussian process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

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Cited In (8)

Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes
Asymptotics for \(p\)-value based threshold estimation under repeated measurements
On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process
Optimal third root asymptotic bounds in the statistical estimation of thresholds
Detecting gradual changes in locally stationary processes
Threshold estimation based on a \(p\)-value framework in dose-response and regression settings
Almost sure uniqueness of a global minimum without convexity
Asymptotics for threshold regression under general conditions

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