Change-point tests for the error distribution in nonparametric regression

DOI10.1111/J.1467-9469.2009.00639.XMaRDI QIDQ3552970zbMATH OpenOpenAlexFDO

Authors Natalie Neumeyer, Ingrid Van Keilegom

Publication date 22 April 2010

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9469.2009.00639.x

zbMATH Keywords

asymptotic distributionchange-point detectionKolmogorov-Smirnov distance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Recommendations

• Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG
• Change-Point Detection With Non-Parametric Regression
• scientific article; zbMATH DE number 1282853
• Tests for the error distribution in nonparametric possibly heteroscedastic regression models
• scientific article; zbMATH DE number 5368562

Cites work

• A nonparametric test for the change of the density function in strong mixing processes.
• Asymptotic efficient estimation of the change point with unknown distributions
• Asymptotic Statistics
• Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
• Bootstrap test for change-points in nonparametric regression
• 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
• Consistency of error density and distribution function estimators in nonparametric regression.
• Data dependent wavelet thresholding in nonparametric regression with change-point applications
• Detecting Abrupt Changes by Wavelet Methods
• Detection of a change point with local polynomial fits for the random design case
• Empirical process of the squared residuals of an ARCH sequence
• Estimating linear functionals of the error distribution in nonparametric regression
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 3733121 (Why is no real title available?)
• scientific article; zbMATH DE number 1112657 (Why is no real title available?)
• scientific article; zbMATH DE number 1487502 (Why is no real title available?)
• scientific article; zbMATH DE number 1487648 (Why is no real title available?)
• scientific article; zbMATH DE number 2104207 (Why is no real title available?)
• scientific article; zbMATH DE number 922033 (Why is no real title available?)
• Jump and sharp cusp detection by wavelets
• Minimax theory of image reconstruction
• Nonparametric change-point estimation
• Nonparametric estimation of the variance function with a change point
• On Non-Parametric Estimates of Density Functions and Regression Curves
• Semiparametric Regression
• Sequential residue empirical processes in the ARCH model
• Specification tests in nonparametric regression
• Testing and estimating change-points in time series
• Testing for distributional change in time series
• Testing for symmetric error distribution in nonparametric regression models
• Testing variances in wavelet regression models
• Tests for independence in nonparametric regression
• The asymptotic behavior of some nonparametric change-point estimators
• The change-point problem for dependent observations
• Weak convergence and empirical processes. With applications to statistics
• Weak convergence of the sequential empirical processes of residuals in ARMA models
• Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models

Cited in

(18)

• Estimation and hypotheses testing in boundary regression models
• Oracle-efficient estimation for functional data error distribution with simultaneous confidence band
• Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
• Epidemic change tests for the mean of innovations of an AR(1) process
• Testing monotonicity of regression functions -- an empirical process approach
• Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach
• scientific article; zbMATH DE number 5368562 (Why is no real title available?)
• Two tests for sequential detection of a change-point in a nonlinear model
• scientific article; zbMATH DE number 1282853 (Why is no real title available?)
• Schwarz information criterion based tests for a change-point in regression models
• Change-Point Detection With Non-Parametric Regression
• Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG
• Testing discontinuities in nonparametric regression
• Ratio tests for variance change in nonparametric regression
• Comments on: ``Extensions of some classical methods in change point analysis
• Testing for changes in the error distribution in functional linear models
• Empirical likelihood test in a posteriori change-point nonlinear model
• A change-point problem in relative error-based regression

Describes a project that uses

Uses Software

• SemiPar

This page was built for publication: Change-point tests for the error distribution in nonparametric regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3552970)