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