作者：Ben Hariz, Samir; Wylie, Jonathan J.; Zhang, Qiang
作者单位：Le Mans Universite; City University of Hong Kong
摘要：Let (X-i)(i)=1,..., n be a possibly nonstationary sequence such that L(X-i) = P-n, if i <= n theta and L(X-i) = Q(n), if i > n theta, where 0 < theta < 1 is the location of the change-point to be estimated. We construct a class of estimators based on the empirical measures and a seminorm on the space of measures defined through a family of functions F. We prove the consistency of the estimator and give rates of convergence under very general conditions. In particular, the 1/n rate is achieved ...
作者：Hall, Peter; Meister, Alexander
作者单位：University of Melbourne; University of Stuttgart
摘要：Kernel methods for deconvolution have attractive features, and prevail in the literature. However, they have disadvantages, which include the fact that they are usually suitable only for cases where the error distribution is infinitely supported and its characteristic function does not ever vanish. Even in these settings, optimal convergence rates are achieved by kernel estimators only when the kernel is chosen to adapt to the unknown smoothness of the target distribution. In this paper we sug...
