Testing for changes in polynomial regression
From MaRDI portal
Publication:1002544
DOI10.3150/08-BEJ122zbMath1155.62027arXiv0810.4012OpenAlexW2013498625MaRDI QIDQ1002544
Marie Hušková, Lajos Horváth, Alexander Aue, Piotr S. Kokoszka
Publication date: 2 March 2009
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0810.4012
Gaussian processespolynomial regressionlinear regressionLegendre polynomialschange-point analysisextreme value asymptotics
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
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