ESTIMATION OF THE NUMBER OF JUMPS OF THE JUMP REGRESSION-FUNCTIONS

被引：33

作者：

QIU, PH ^{[1
]}

机构：

[1] UNIV WISCONSIN, DEPT CIVIL ENGN, MADISON, WI 53706 USA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1994年 / 23卷 / 08期

关键词：

JUMP REGRESSION FUNCTIONS; KERNEL SMOOTHERS; AS CONSISTENT; RATE OF CONVERGENCE;

D O I：

10.1080/03610929408831378

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：

This paper suggests an estimator of the number of jumps of the jump regression functions. The estimator is based on the difference between right and left one-sided kernel smoothers. It is proved to be a.s. consistent. Some results about its rate of convergence are also provided.

引用

页码：2141 / 2155

页数：15

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