Bootstrap test for change-points in nonparametric regression
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- Bandwidth choice and confidence intervals for derivatives of noisy data
- Change point estimation by local linear smoothing
- Change point estimation using nonparametric regression
- Change-Point Detection With Non-Parametric Regression
- Change-points in nonparametric regression analysis
- Data-Driven Discontinuity Detection in Derivatives of a Regression Function
- Detecting Abrupt Changes by Wavelet Methods
- Discontinuous versus smooth regression
- Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
- Estimation of change-points in a nonparametric regression function through kernel density estimation
- Jump and sharp cusp detection by wavelets
- Kernel-type estimators of jump points and values of a regression function
- Minimax estimation of sharp change points
- Modification for boundary effects and jump points in nonparametric regression
- On the estimation of jump points in smooth curves
- The problem of the Nile: Conditional solution to a changepoint problem
- Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG
- Two-stage change-point estimators in smooth regression models
Cited in
(23)- Change-point tests for the error distribution in nonparametric regression
- Data-driven boundary estimation in deconvolution problems
- Bootstraping of \(M\)-smoothers
- Local linear fitting and improved estimation near peaks
- A method for choosing the smoothing parameter in a semi-parametric model for detecting change-points in blood flow
- Smoothing and preservation of irregularities using local linear fitting.
- Ratio tests for variance change in nonparametric regression
- When are two pieces better than one: fitting and testing OLS and RMA regressions
- Jump-preserving regression and smoothing using local linear fitting: a compromise
- Estimation of a jump point in random design regression
- Testing discontinuities in nonparametric regression
- Bent line quantile regression with application to an allometric study of land mammals' speed and mass
- Change-point in stochastic design regression and the bootstrap
- Measuring timeliness of annual reports filing by jump additive models
- Jump detection in generalized error-in-variables regression with an application to Australian health tax policies
- Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
- Bootstrap Test for Difference Between Means in Nonparametric Regression
- On rapid change points under long memory
- On change point test for ARMA-GARCH models: bootstrap approach
- Kink estimation with correlated noise
- Switching nonparametric regression models
- Exact tests for offline changepoint detection in multichannel binary and count data with application to networks
This page was built for publication: Bootstrap test for change-points in nonparametric regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4831094)
