Change-point estimation from indirect observations. 2. Adaptation

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 44, Issue 5, 2008, Pages 819-836

  Goldenshluger, A ^a   Juditsky, A ^b   Tsybakov, A ^c   Zeevi, A ^d  

^a UNIVERSITY OF HAIFA   (Israel)

^b LMC   (France)

^c University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

^d Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Adaption; Change point; Detection; Estimation; Minimax risk; Optimal rates; Singularities

Indexed keywords

EID: 77951835117     PISSN: 02460203     EISSN: 02460203     Source Type: Journal    
DOI: 10.1214/07-AIHP144     Document Type: Article

References (5)

1. L. Brown and M. Low. A constrained risk inequality with applications to nonparametric functional estimation. Ann. Statist. 24 (1996) 2524-2535. MR1425965
2. A Goldenshluger, A Juditsky, A Tsybakov and A Zeevi Change-point estimation from indirect observations 1 Minimax complexity Ann. Inst. Henri Poincaré 44 (2008) 787-818.
3. O. V. Lepskii. A problem of adaptive estimation in Gaussian white noise. Theory Probab. Appl. 35 (1990) 454-466. MR1091202
4. O. V. Lepskii and V. Spokoiny. Optimal pointwise adaptive methods in nonparametric estimation. Ann. Statist. 25 (1997) 2512-2546. MR1604408
5. A. Zygmund. Trigonometric Series, Vol. I, 2nd edition. Cambridge Univ. Press, 1959. MR0107776