Estimation of change-points in a nonparametric regression function through kernel density estimation

DOI10.1080/03610929408831432MaRDI QIDQ4839315zbMATH OpenOpenAlexFDO

Authors

Publication date 17 July 1995

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929408831432

zbMATH Keywords

asymptotic normalitycentral limit theoremscross-validationkernel density estimatornonparametric regressionstrong convergence rates

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites work

• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Bandwidth choice for nonparametric regression
• Change-points in nonparametric regression analysis
• Design-adaptive Nonparametric Regression
• Detection of the number, locations and magnitudes of jumps
• Double smoothing for kernelestimators in nonparametric regression
• Estimation of heteroscedasticity in regression analysis
• scientific article; zbMATH DE number 46694 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Kernel-type estimators of jump points and values of a regression function
• Local linear regression smoothers and their minimax efficiencies
• On variance estimation in nonparametric regression
• Optimal bandwidth selection in nonparametric regression function estimation
• Residual variance and residual pattern in nonlinear regression
• Smoothing with Split Linear Fits

Cited in

(3)

• Change-point problems: bibliography and review
• Data-Driven Discontinuity Detection in Derivatives of a Regression Function
• Bootstrap test for change-points in nonparametric regression

This page was built for publication: Estimation of change-points in a nonparametric regression function through kernel density estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4839315)