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 › peer-review

3 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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title = "Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence",

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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AB - 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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U2 - 10.1016/j.spl.2011.07.019

DO - 10.1016/j.spl.2011.07.019

M3 - Article

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SN - 0167-7152

VL - 81

SP - 1871

EP - 1875

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 12

ER -

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

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