The Propagation-Separation Approach: Consequences of model misspecification
dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
dc.bibliographicCitation.volume | 1877 | |
dc.contributor.author | Becker, Saskia | |
dc.date.accessioned | 2016-03-24T17:37:49Z | |
dc.date.available | 2019-06-28T08:23:02Z | |
dc.date.issued | 2013 | |
dc.description.abstract | The article presents new results on the Propagation-Separation Approach by Polzehl and Spokoiny [2006]. This iterative procedure provides a unified approach for nonparametric estimation, supposing a local parametric model. The adaptivity of the estimator ensures sensitivity to structural changes. Originally, an additional memory step was included into the algorithm, where most of the theoretical properties were based on. However, in practice, a simplified version of the algorithm is used, where the memory step is omitted. Hence, we aim to justify this simplified procedure by means of a theoretical study and numerical simulations. In our previous study [Becker and Mathé, 2013], we analyzed the simplified Propagation-Separation Approach, supposing piecewise constant parameter functions with sharp discontinuities. Here, we consider the case of a misspecified model. | eng |
dc.description.version | publishedVersion | eng |
dc.format | application/pdf | |
dc.identifier.issn | 0946-8633 | |
dc.identifier.uri | https://doi.org/10.34657/3368 | |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/3347 | |
dc.language.iso | eng | eng |
dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | eng |
dc.relation.issn | 0946-8633 | eng |
dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
dc.subject.ddc | 510 | eng |
dc.subject.other | Structural adaptive smoothing | eng |
dc.subject.other | propagation | eng |
dc.subject.other | separation | eng |
dc.subject.other | local likelihood | eng |
dc.subject.other | exponential families | eng |
dc.subject.other | model misspecification | eng |
dc.title | The Propagation-Separation Approach: Consequences of model misspecification | eng |
dc.type | Report | eng |
dc.type | Text | eng |
tib.accessRights | openAccess | eng |
wgl.contributor | WIAS | eng |
wgl.subject | Mathematik | eng |
wgl.type | Report / Forschungsbericht / Arbeitspapier | eng |
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