On Minimax Estimation of a Discontinuous Signal

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Previous article Next article On Minimax Estimation of a Discontinuous SignalA. P. KorostelevA. P. Korostelevhttps://doi.org/10.1137/1132110PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout Previous article Next article FiguresRelatedReferencesCited byDetails Detection of Multiple Structural Breaks in Large Covariance Matrices18 May 2022 | Journal of Business & Economic Statistics Cross Ref Template Matching and Change Point Detection by M-EstimationIEEE Transactions on Information Theory, Vol. 68, No. 1 Cross Ref Data segmentation algorithms: Univariate mean change and beyondEconometrics and Statistics, Vol. Vol. 1 Cross Ref Regression discontinuity designs, white noise models, and minimaxJournal of Econometrics, Vol. 218, No. 2 Cross Ref On change-point estimation under Sobolev sparsityElectronic Journal of Statistics, Vol. 14, No. 1 Cross Ref Adaptive confidence sets for kink estimationElectronic Journal of Statistics, Vol. 13, No. 1 Cross Ref Simultaneous multiple change-point and factor analysis for high-dimensional time seriesJournal of Econometrics, Vol. 206, No. 1 Cross Ref A change-point problem and inference for segment signals14 December 2018 | ESAIM: Probability and Statistics, Vol. 22 Cross Ref Consistent change-point detection with kernelsElectronic Journal of Statistics, Vol. 12, No. 2 Cross Ref Localization of subsets of discontinuity points of a noisy function25 October 2017 | Russian Mathematics, Vol. 61, No. 11 Cross Ref Regression discontinuity designs with unknown discontinuity points: Testing and estimationJournal of Econometrics, Vol. 189, No. 1 Cross Ref Multiple-change-point detection for high dimensional time series via sparsified binary segmentation24 July 2014 | Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 77, No. 2 Cross Ref Detection of slightly expressed changes in random environment6 January 2011 | Mathematical Methods of Statistics, Vol. 19, No. 4 Cross Ref Regularization independent of the noise level: an analysis of quasi-optimality19 August 2008 | Inverse Problems, Vol. 24, No. 5 Cross Ref Change-point estimation from indirect observations. 1. Minimax complexityAnnales de l'Institut Henri Poincaré, Probabilités et Statistiques, Vol. 44, No. 5 Cross Ref On a multi-channel change-point problem5 October 2008 | Mathematical Methods of Statistics, Vol. 17, No. 3 Cross Ref Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatilityJournal of Econometrics, Vol. 143, No. 2 Cross Ref Kernel Methods for Optimal Change-Points Estimation in DerivativesJournal of Computational and Graphical Statistics, Vol. 17, No. 1 Cross Ref ESTIMATING THE DELAY TIME IN AFFINE STOCHASTIC DELAY DIFFERENTIAL EQUATIONS21 November 2011 | International Journal of Wavelets, Multiresolution and Information Processing, Vol. 02, No. 04 Cross Ref Bandwidth Selection for Changepoint Estimation in Nonparametric RegressionTechnometrics, Vol. 46, No. 1 Cross Ref Inference for nonsmooth regression curves and surfaces using kernel-based methods Cross Ref Minimax Estimation of a Discontinuity for the Density27 October 2010 | Journal of Nonparametric Statistics, Vol. 14, No. 1-2 Cross Ref Detecting Abrupt Changes by Wavelet Methods27 October 2010 | Journal of Nonparametric Statistics, Vol. 14, No. 1-2 Cross Ref Wedgelets: nearly minimax estimation of edgesThe Annals of Statistics, Vol. 27, No. 3 Cross Ref A maximal inequality for continuous martingales and $M$-estimation in a Gaussian white noise modelThe Annals of Statistics, Vol. 27, No. 2 Cross Ref Estimation of a function with discontinuities via local polynomial fit with an adaptive window choiceThe Annals of Statistics, Vol. 26, No. 4 Cross Ref Minimax estimation of sharp change pointsThe Annals of Statistics, Vol. 26, No. 4 Cross Ref Minimax Two-Dimensional Image ReconstructionA. P. Korostelev17 July 2006 | Theory of Probability & Its Applications, Vol. 36, No. 1AbstractPDF (854 KB) Volume 32, Issue 4| 1988Theory of Probability & Its Applications History Submitted:17 October 1986Published online:17 July 2006 InformationCopyright © 1987 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1132110Article page range:pp. 727-730ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics