Change-point estimation from indirect observations. 1. Minimax complexity

DOI10.1214/07-AIHP110zbMath1206.62048MaRDI QIDQ731700

Alexandre B. Tsybakov, Assaf J. Zeevi, Anatoli B. Juditsky, Alexander Goldenshluger

Publication date: 8 October 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/77992

zbMATH Keywords

ill-posed problemsoptimal rates of convergenceminimax riskchange-point estimationssequence space model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Minimax procedures in statistical decision theory (62C20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items

Asymptotics for \(p\)-value based threshold estimation in regression settings, Change detection via affine and quadratic detectors, Adaptive estimation of a function from its exponential Radon transform in presence of noise, Jump estimation in inverse regression, Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence, Hypothesis testing by convex optimization, Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points, Change-point estimation from indirect observations. 2. Adaptation, Asymptotic properties of semiparametric \(M\)-estimators with multiple change points

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