Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence
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.
Year of publication: |
2011
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Authors: | Wishart, Justin Rory |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 12, p. 1871-1875
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Publisher: |
Elsevier |
Subject: | Nonparametric regression | Long-range dependence | Kink | Minimax |
Saved in:
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