Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence

Details Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence

2011-07-29

arxiv.org/abs/1107.5859v1

Mathematics

Statistics Theory

To appear in Statistics & Probability Letters

Scientific paper

In this paper, a lower bound is determined in the minimax sense for change point estimators of the first derivative of a regression function in the fractional white noise model. Similar minimax results presented previously in the area focus on change points in the derivatives of a regression function in the white noise model or consider estimation of the regression function in the presence of correlated errors.

Affiliated with

Also associated with

No associations

Rating

Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-318301