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

Justin Rory Wishart

doi:10.1016/j.spl.2011.07.019

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

Justin Rory Wishart^*

^*Corresponding author for this work

Research output: Contribution to journal › Article

2 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	1871-1875
Number of pages	5
Journal	Statistics and Probability Letters
Volume	81
Issue number	12
DOIs	https://doi.org/10.1016/j.spl.2011.07.019
Publication status	Published - Dec 2011
Externally published	Yes

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10.1016/j.spl.2011.07.019

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abstract = "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.",

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