SMS scnews item created by Uri Keich at Mon 9 Mar 2009 1543
Type: Seminar
Distribution: World
Expiry: 27 Mar 2009
Calendar1: 27 Mar 2009 1400-1515
CalLoc1: Carslaw 173
Auth: uri@purix (assumed)

Statistics Seminar: Justin Wishart -- Kink estimation with Long-Range dependent noise

Justin Wishart School of Mathematics and Statistics University of Sydney

Location: Carslaw 173

Time: 2pm Friday, March 27, 2009

Title: Kink estimation with Long-Range dependent noise

Abstract: In this seminar we study the non-parametric estimation of the location of jump
points in the first derivative (referred to as kinks) of a regression function f in the
presence of noise that exhibits long-range dependence (LRD).  In particular, we consider
the situation when observations are derived from a direct model with regular design
points.  The method is based on the zero-crossing technique and makes use of high-order
kernels and is optimal in the minimax sense.  The kink location and estimation technique
is demonstrated on some simulated data and the detrimental effect of LRD on the rate of
convergence is shown.  We also apply our kink analysis on Australian temperature dataset
as an example.


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