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Asymptotic confidence sets for the jump curve in bivariate regression problems.

Authors :
Bengs, Viktor
Eulert, Matthias
Holzmann, Hajo
Source :
Journal of Multivariate Analysis. Sep2019, Vol. 173, p291-312. 22p.
Publication Year :
2019

Abstract

We construct uniform and point-wise asymptotic confidence sets for the single edge in an otherwise smooth image function which are based on rotated differences of two one-sided kernel estimators. Using methods from M-estimation, we show consistency of the estimators of location, slope and height of the edge function and develop a uniform linearization of the contrast process. The uniform confidence bands then rely on a Gaussian approximation of the score process together with anti-concentration results for suprema of Gaussian processes, while point-wise bands are based on asymptotic normality. The finite-sample performance of the point-wise proposed methods is investigated in a simulation study. An illustration to real-world image processing is also given. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0047259X
Volume :
173
Database :
Academic Search Index
Journal :
Journal of Multivariate Analysis
Publication Type :
Academic Journal
Accession number :
137891173
Full Text :
https://doi.org/10.1016/j.jmva.2019.02.017