Minimax Estimation of a Discontinuity for the Density

DOI10.1080/10485250211390zbMath1016.62023OpenAlexW2073376408MaRDI QIDQ4805742

Ghislaine Gayraud

Publication date: 20 August 2003

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

Full work available at URL: https://doi.org/10.1080/10485250211390

zbMATH Keywords

histogramsimulationsminimax rate of convergencejump points

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Estimation for a class of semiparametric Pareto mixture densities

Cites Work

• Asymptotic efficient estimation of the change point with unknown distributions
• Optimal detection of a change in distribution
• Nonparametric change-point estimation
• Optimal rates of convergence for nonparametric estimators
• On Minimax Estimation of a Discontinuous Signal
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Inference about the change-point in a sequence of random variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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