Change-Point Detection With Non-Parametric Regression

DOI10.1080/02331880210930zbMath1010.62036OpenAlexW2168573444MaRDI QIDQ4547552

Lajos Horváth, Piotr S. Kokoszka

Publication date: 20 May 2003

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880210930

zbMATH Keywords

polynomial smoothingchange-point tests

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (18)

A note on Bayesian identification of change points in data sequences ⋮ Unnamed Item ⋮ Tests for continuity of regression functions ⋮ Bootstrap test for change-points in nonparametric regression ⋮ The smoothness test for a density function ⋮ Change‐Point Tests for the Error Distribution in Non‐parametric Regression ⋮ Local linear kernel estimation of the discontinuous regression function ⋮ Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction ⋮ A surveillance procedure for random walks based on local linear estimation ⋮ Ratio tests for variance change in nonparametric regression ⋮ Change Point Detection in The Skew-Normal Model Parameters ⋮ Detection of a change point based on local-likelihood ⋮ On rapid change points under long memory ⋮ Change-Point Estimation in Long Memory Nonparametric Models with Applications ⋮ Unnamed Item ⋮ Changepoint detection by the quantile Lasso method ⋮ Estimation of the smoothness of density ⋮ Discontinuities in robust nonparametric regression with α-mixing dependence

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