Change points in nonparametric regression functions

被引：7

作者：

Jose, CT ^{[1
]}

Ismail, B ^{[1
]}

机构：

[1] Mangalore Univ, Dept Stat, Mangalagangothri 574199, India

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1999年 / 28卷 / 08期

关键词：

discontinuity; jump point; kernel estimator; local polynomial regression; nonparametric regression; residual analysis;

D O I：

10.1080/03610929908832393

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Estimators of location and size of jumps or discontinuities in a regression function and/or its derivatives are proposed. The estimators are based on the analysis of residuals obtained from the locally weighted least squares regression. The proposed estimators adapt to both fixed and random designs. The asymptotic properties of the estimators are investigated. The method is illustrated through simulation studies.

引用

页码：1883 / 1902

页数：20

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