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arxiv: 1107.5859 · v1 · pith:UJVRCOE4new · submitted 2011-07-29 · 🧮 math.ST · stat.TH

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

classification 🧮 math.ST stat.TH
keywords regressionfunctionminimaxmodelboundchangeestimatorslower
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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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