Geodesic
Detecting abrupt changes in random fields
ESAIM: Probability and Statistics, Tome 6 (2002), pp. 189-209

Voir la notice de l'article provenant de la source Numdam

This paper is devoted to the study of some asymptotic properties of a M-estimator in a framework of detection of abrupt changes in random field’s distribution. This class of problems includes e.g. recovery of sets. It involves various techniques, including M-estimation method, concentration inequalities, maximal inequalities for dependent random variables and φ-mixing. Penalization of the criterion function when the size of the true model is unknown is performed. All the results apply under mild, discussed assumptions. Simple examples are provided.

DOI : 10.1051/ps:2002011
Classification : 60E15, 62C99, 62F12, 62G20, 62M40
Keywords: detection of change-points, $M$-estimation, penalized $M$-estimation, concentration inequalities, maximal inequalities, mixing 
@article{PS_2002__6__189_0,
     author = {Chambaz, Antoine},
     title = {Detecting abrupt changes in random fields},
     journal = {ESAIM: Probability and Statistics},
     pages = {189--209},
     publisher = {EDP-Sciences},
     volume = {6},
     year = {2002},
     doi = {10.1051/ps:2002011},
     mrnumber = {1943147},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2002011/}
}
TY  - JOUR
AU  - Chambaz, Antoine
TI  - Detecting abrupt changes in random fields
JO  - ESAIM: Probability and Statistics
PY  - 2002
SP  - 189
EP  - 209
VL  - 6
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/ps:2002011/
DO  - 10.1051/ps:2002011
LA  - en
ID  - PS_2002__6__189_0
ER  - 
%0 Journal Article
%A Chambaz, Antoine
%T Detecting abrupt changes in random fields
%J ESAIM: Probability and Statistics
%D 2002
%P 189-209
%V 6
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/ps:2002011/
%R 10.1051/ps:2002011
%G en
%F PS_2002__6__189_0
Chambaz, Antoine. Detecting abrupt changes in random fields. ESAIM: Probability and Statistics, Tome 6 (2002), pp. 189-209. doi: 10.1051/ps:2002011

Cité par Sources :