Consistencies and rates of convergence of jump-penalized least squares estimators

Annals of Statistics

Volumn 37, Issue 1, 2009, Pages 157-183

  Boysen, Leif ^a   Kempe, Angela ^b,e   Liebscher, Volkmar ^c   Munk, Axel ^a   Wittich, Olaf ^d  

^a UNIVERSITY OF GÖTTINGEN   (Germany)

^b GSF National Research Centre for Environment   (Germany)

^c UNIVERSITY OF GREIFSWALD   (Germany)

^d EINDHOVEN UNIVERSITY OF TECHNOLOGY   (Netherlands)

^e INSTITUTE OF EPIDEMIOLOGY   (Germany)

Author keywords

Adaptive estimation; Approximation spaces; Change point analysis; Jump detection; Multiscale resolution analysis; Nonparametric regression; Penalized maximum likelihood; Potts functional; Regressogram; Skorokhod topology; Variable selection

Indexed keywords

EID: 65349195520     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOS558     Document Type: Article

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