Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators

DOI10.1214/21-AOS2098zbMath1486.62238arXiv2002.06143OpenAlexW3006614928MaRDI QIDQ2073724

Axel Bücher, Florian Heinrichs, Dette, Holger

Publication date: 7 February 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.06143

zbMATH Keywords

maximum deviationGumbel distributionGaussian approximationgradual changeslocal-linear estimatorrelevant change point analysis

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Uses Software

• ElemStatLearn
• breakfast

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