# Detecting abrupt changes in random fields

ESAIM: Probability and Statistics (2002)

- Volume: 6, page 189-209
- ISSN: 1292-8100

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topChambaz, Antoine. "Detecting abrupt changes in random fields." ESAIM: Probability and Statistics 6 (2002): 189-209. <http://eudml.org/doc/245630>.

@article{Chambaz2002,

abstract = {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 $\phi $-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.},

author = {Chambaz, Antoine},

journal = {ESAIM: Probability and Statistics},

keywords = {detection of change-points; $M$-estimation; penalized $M$-estimation; concentration inequalities; maximal inequalities; mixing},

language = {eng},

pages = {189-209},

publisher = {EDP-Sciences},

title = {Detecting abrupt changes in random fields},

url = {http://eudml.org/doc/245630},

volume = {6},

year = {2002},

}

TY - JOUR

AU - Chambaz, Antoine

TI - Detecting abrupt changes in random fields

JO - ESAIM: Probability and Statistics

PY - 2002

PB - EDP-Sciences

VL - 6

SP - 189

EP - 209

AB - 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 $\phi $-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.

LA - eng

KW - detection of change-points; $M$-estimation; penalized $M$-estimation; concentration inequalities; maximal inequalities; mixing

UR - http://eudml.org/doc/245630

ER -

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