Estimation of a jump point in random design regression

DOI10.1016/J.SPL.2015.07.009zbMATH Open1328.62244OpenAlexW967534133MaRDI QIDQ900565FDOQ900565

Authors: 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

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• scientific article; zbMATH DE number 10785

zbMATH Keywords

strong consistencynonparametric regressionjump point

Mathematics Subject Classification ID

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

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• Nonparametric estimation via empirical risk minimization
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• Exponential bounds of mean error for the nearest neighbor estimates of regression functions
• 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 Sequential Change-Point Detection by a Vertically Trimmed Box Method
• Estimation of the essential supremum of a regression function
• Nonparametric inference on jump regression surface
• Bootstrap test for change-points in nonparametric regression
• Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments
• Change-point problems: bibliography and review
• Curve Fitting Under Jump and Peak Irregularities Using Local Linear Regression

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