Asymptotics for \(p\)-value based threshold estimation in regression settings

DOI10.1214/13-EJS845zbMath1294.62106MaRDI QIDQ372134

Moulinath Banerjee, Atul Mallik, Bodhisattva Sen

Publication date: 14 October 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1381239959

zbMATH Keywords

least squaresnonparametric estimationchange-pointbaseline valuestump functionintegral of a transformed Gaussian process

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items (5)

Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes ⋮ Asymptotics for \(p\)-value based threshold estimation under repeated measurements ⋮ Almost sure uniqueness of a global minimum without convexity ⋮ On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process ⋮ Detecting gradual changes in locally stationary processes

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