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

Justin Rory Wishart

Statistics & Probability Letters, 2011, vol. 81, issue 12, 1871-1875

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: Nonparametric regression; Long-range dependence; Kink; Minimax (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1016/j.spl.2011.07.019

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