Estimation of a jump point in random design regression

DOI10.1016/j.spl.2015.07.009zbMath1328.62244OpenAlexW967534133MaRDI QIDQ900565

Adam Krzyżak, Michael Kohler

Publication date: 22 December 2015

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

Full work available at URL: https://doi.org/10.1016/j.spl.2015.07.009

zbMATH Keywords

nonparametric regressionstrong consistencyjump point

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Unnamed Item
• Unnamed Item
• Estimation of the essential supremum of a regression function
• Jump-preserving regression and smoothing using local linear fitting: a compromise
• Exponential bounds of mean error for the nearest neighbor estimates of regression functions
• Nonparametric change-point estimation
• Consistent nonparametric regression. Discussion
• An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate
• On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation
• Kernel-type estimators of jump points and values of a regression function
• Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments
• On the strong universal consistency of nearest neighbor regression function estimates
• On the estimation of jump points in smooth curves
• Optimal global rates of convergence for nonparametric regression
• A distribution-free theory of nonparametric regression
• Change-point problems: bibliography and review
• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
• Curve Fitting Under Jump and Peak Irregularities Using Local Linear Regression
• A jump-detecting procedure based on spline estimation
• Data-Driven Discontinuity Detection in Derivatives of a Regression Function
• The uniform convergence of nearest neighbor regression function estimators and their application in optimization
• The uniform convergence of the nadaraya‐watson regression function estimate
• Nonparametric regression estimation using penalized least squares
• Nonparametric inference on jump regression surface
• Bootstrap test for change-points in nonparametric regression
• Nonparametric estimation via empirical risk minimization
• Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method