BLOCK THRESHOLDING FOR A DENSITY ESTIMATION PROBLEM WITH A CHANGE-POINT

DOI10.1142/S1793557109000467zbMath1182.62072OpenAlexW2017026586MaRDI QIDQ5189958

Christophe Chesneau

Publication date: 11 March 2010

Published in: Asian-European Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s1793557109000467

zbMATH Keywords

waveletsdensity estimationchange-pointblock thresholding

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05)

Related Items

Pointwise wavelet estimation of density function with change-points based on NA and biased sample

Cites Work

• Detecting changes in signals and systems - a survey
• Nonparametric curve estimation. Methods, theory, and applications
• Inference for change point and post change means after a CUSUM test.
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