Local linear kernel estimation for discontinuous nonparametric regression functions

DOI10.1080/03610929808832261MaRDI QIDQ4246294zbMATH OpenOpenAlexFDO

Authors Jiti Gao, A. N. Pettitt, R. C. Wolff

Publication date 16 August 1999

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

Full work available at URL https://doi.org/10.1080/03610929808832261

zbMATH Keywords

change-pointintegrated squared errorlocal linear kernel smoothing

Mathematics Subject Classification ID

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

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Cites work

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• A central limit theorem for generalized quadratic forms
• A second order approximation to taguchps online control procedure
• Central limit theorems for \(L_ p\)-norms of density estimators
• Convergence rates for parametric components in a partly linear model
• Economical process adjustment with sampling interval
• Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives
• Moments of Randomly Stopped Sums
• On Moment Generating Functions and Renewal Theory
• On-line quality control procedures for a random walk model with measurement error
• Optimum kernel estimators
• Sequential analysis. Tests and confidence intervals

Cited in

(14)

• Local linear fitting and improved estimation near peaks
• A robust and efficient estimation method for nonparametric models with jump points
• Change point estimation by local linear smoothing
• Nonparametric estimation of a discontinuity in regression
• Theory & Methods: Local Linear Kernel Regression with Long‐Range Dependent Errors
• On study of a modified local constant \(M\)-smoother
• Kernel estimation of discontinuous regression functions
• scientific article; zbMATH DE number 777881 (Why is no real title available?)
• Piecewise linear Tobit regression model estimation based on kernel function method
• Estimation non paramétrique d'une discontinuité dans une densité
• Nonparametric regression using local kernel estimating equations for correlated failure time data
• A new estimator of a jump discontinuity in regression
• Local linear kernel estimation of the discontinuous regression function
• Robust estimators for estimating discontinuous functions

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