During the past the convergence analysis for linear statistical inverse problems has mainly focused on spectral cut-off and Tikhonov type estimators. Spectral cut-off estimators achieve minimax rates for a broad range of smoothness classes and operators, but their practical usefulness is limited...

Uniform confidence bands for densities f via nonparametric kernel estimates were first constructed by Bickel and Rosenblatt [Ann. Statist. 1, 1071.1095]. In this paper this is extended to confidence bands in the deconvolution problem g = f for an ordinary smooth error density . Under certain...

The computation of robust regression estimates often relies on minimization of a convex functional on a convex set. In this paper we discuss a general technique for a large class of convex functionals to compute the minimizers iteratively which is closely related to majorization-minimization...

The threshold vector error correction model is a popular tool for the analysis of spatial price transmission and market integration. In the literature, the profi le likelihood estimator is the preferred choice for estimating this model. Yet, in certain settings this estimator performs poorly. In...

Estimation of threshold parameters in (generalized) threshold regression models is typically performed by maximizing the corresponding pro file likelihood function. Also, certain Bayesian techniques based on non-informative priors are developed and widely used. This article draws attention to...

type="main" xml:id="rssb12047-abs-0001" <title type="main">Summary</title> <p>We introduce a new estimator, the simultaneous multiscale change point estimator SMUCE, for the change point problem in exponential family regression. An unknown step function is estimated by minimizing the number of change points over the...</p>