Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich

DOI10.1080/07474940601109779MaRDI QIDQ5898746zbMATH OpenOpenAlexFDO

Authors Yanhong Wu

Publication date 21 March 2007

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474940601109779

zbMATH Keywords

change-point modelirregular regression functionsrisk function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Sequential statistical design (62L05) Sequential estimation (62L12)

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Cites work

• A dynamic sampling approach for detecting a change in distribution
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• CUSUM Charts with Variable Sampling Intervals
• Dynamic sampling procedures for detecting a change in the drift of Brownian motion: A non-Bayesian model
• Exact computation of the asymptotic efficiency of maximum likelihood estimators of a discontinuous signal in a Gaussian white noise
• Inference for change point and post change means after a CUSUM test.
• Minimax theory of image reconstruction
• Nonparametric Estimation of a Density of Unknown Smoothness
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test

Cited in

(8)

• Sequential analysis of nonparametric heteroscedastic regression with missing responses
• Sequential Common Change Detection and Isolation of Changed Panels in Panel Data
• Optimal Sequential Design in a Controlled Non‐parametric Regression
• Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich
• Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich
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