Asymptotically minimax estimation of a function with jumps

DOI10.2307/3318530zbMath0920.62053OpenAlexW2074459434MaRDI QIDQ1385005

Catharina G. M. Oudshoorn

Publication date: 5 September 1999

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3318530

zbMATH Keywords

nonparametric regressionjump-point estimationoptimal minimax constanttapered orthogonal series estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (9)

Detecting Abrupt Changes by Wavelet Methods ⋮ Jump-detection-based estimation in time-varying coefficient models and empirical applications ⋮ On the localization of discontinuities of the first kind for a function of bounded variation ⋮ ACCURATE SIGNAL ESTIMATION NEAR DISCONTINUITIES ⋮ Regression discontinuity designs, white noise models, and minimax ⋮ Regression discontinuity designs with unknown discontinuity points: testing and estimation ⋮ Localization of subsets of discontinuity points of a noisy function ⋮ Investigation of methods of localization of \(q\)-jumps and discontinuities of first kind of noisy function ⋮ Estimates of Characteristics of Localization Methods for Discontinuities of the First Kind of a Noisy Function

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