Confidence sets for change-point problems in nonparametric regression

In this thesis, confidence sets for different nonparametric regression problems with change-points are developed. Uniform and pointwise asymptotic confidence bands for the jump-location-curve in a boundary fragment model using methods from M-estimation and Gaussian approximation are constructed for...

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Autore principale: Bengs,Viktor
Altri autori: Holzmann, Hajo (Prof. Dr.) (Relatore della tesi)
Natura: Dissertation
Lingua:inglese
Pubblicazione: Philipps-Universität Marburg 2018
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Riassunto:In this thesis, confidence sets for different nonparametric regression problems with change-points are developed. Uniform and pointwise asymptotic confidence bands for the jump-location-curve in a boundary fragment model using methods from M-estimation and Gaussian approximation are constructed for the rotated difference kernel estimator. In addition, estimation of the location and of the height of the jump in some derivative of a regression curve is considered. Optimal convergence rates as well as the joint asymptotic normal distribution of estimators based on the zero-crossing-time technique are established over certain Hölder-classes. Further, joint as well as marginal asymptotic confidence sets which are honest and adaptive for these parameters over specific Hölder-classes are constructed. The finite-sample performance is investigated in simulation studies, and real data illustrations are given.
Descrizione fisica:171 Seiten
DOI:10.17192/z2018.0511