Change-point estimation from indirect observations. 2. Adaptation

DOI10.1214/07-AIHP144zbMath1206.62047OpenAlexW2080948300MaRDI QIDQ731701

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

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/77993

zbMATH Keywords

estimationsingularitiesdetectionminimax riskchange-pointadaptionoptimal rates

Mathematics Subject Classification ID

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

Related Items

Asymptotics for \(p\)-value based threshold estimation under repeated measurements, 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, Change-point estimation from indirect observations. 1. Minimax complexity

Cites Work

• Unnamed Item
• Change-point estimation from indirect observations. 1. Minimax complexity
• A constrained risk inequality with applications to nonparametric functional estimation
• Optimal pointwise adaptive methods in nonparametric estimation