Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence
Statistics Theory
2011-08-01 v1 Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.1107.5859,
title = {Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence},
author = {Justin Rory Wishart},
journal= {arXiv preprint arXiv:1107.5859},
year = {2011}
}
Comments
To appear in Statistics & Probability Letters