Template Matching with Ranks

DOI10.3150/21-BEJ1449MaRDI QIDQ6356095arXivFDO

Authors Ery Arias-Castro, Lin Zheng

Publication date 14 December 2020

Published in arXiv

Full work available at URL https://doi.org/10.3150/21-BEJ1449

Mathematics Subject Classification ID

Statistics (62-XX) Nonparametric inference (62Gxx) Linear inference, regression (62Jxx)

arXiv classification

eess.SP math.ST stat.TH

Abstract: We consider the problem of matching a template to a noisy signal. Motivated by some recent proposals in the signal processing literature, we suggest a rank-based method and study its asymptotic properties using some well-established techniques in empirical process theory combined with H'ajek's projection method. The resulting estimator of the shift is shown to achieve a parametric rate of convergence and to be asymptotically normal. Some numerical simulations corroborate these findings.

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