Nonparametric estimation of the variance function with a change point

MaRDI QIDQ2372591zbMATH OpenFDO

Authors Kee-Hoon Kang, Jib Huh

Publication date 31 July 2007

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

zbMATH Keywords

rate of convergencevariance estimationdiscontinuity pointjump sizeone sided kernel

Mathematics Subject Classification ID

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

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(7)

• Estimation of change point in mean and variance of non-parametric regression model
• Change Point Estimation with Independent Observations and Piece-Wise Continuous Variance Function
• Estimation of a change point in the variance function based on the \(\chi^{2}\)-distribution
• Detection of a change point based on local-likelihood
• Change-point tests for the error distribution in nonparametric regression
• Variance estimation in nonparametric regression with jump discontinuities
• On nonparametric change point estimator based on empirical characteristic functions

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