Change point estimation by local linear smoothing

DOI10.1006/JMVA.2001.2038MaRDI QIDQ1867136zbMATH OpenOpenAlexFDO

Authors Zouhir Hamrouni, Gerard Gregoire

Publication date 2 April 2003

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.2001.2038

zbMATH Keywords

local linear regressionchange pointscompound Poisson processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99)

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• On the estimation of jump points in smooth curves
• Optimal global rates of convergence for nonparametric regression
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• Some Useful Functions for Functional Limit Theorems
• The asymptotic distributions of kernel estimators of the mode
• The problem of the Nile: Conditional solution to a changepoint problem
• Two-stage change-point estimators in smooth regression models
• Variable bandwidth and local linear regression smoothers

Cited in

(31)

• A less sensitive linear detector for the change point based on kernel smoothing method
• Testing for jumps in the presence of smooth changes in trends of nonstationary time series
• A first order autoregressive process with a change point: a Bayesian approach based on model selection
• Smoothing and preservation of irregularities using local linear fitting.
• Estimation of the number of jumps of the jump regression functions
• Tests for continuity of regression functions
• Testing for change points in partially linear models
• Change point estimation in regression model with response missing at random
• A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
• Change-point estimation under adaptive sampling
• Change-point problems in nonlinear regression estimation with dependent observations
• Jump-preserving regression and smoothing using local linear fitting: a compromise
• Nonparametric estimation of the regression function having a change point in generalized linear models
• Change Point Estimation with Independent Observations and Piece-Wise Continuous Variance Function
• Bootstrap test for change-points in nonparametric regression
• Estimation of a change point in the variance function based on the \(\chi^{2}\)-distribution
• Regression discontinuity designs with unknown discontinuity points: testing and estimation
• Data-Driven Determination of the Number of Jumps in Regression Curves
• Change point estimation by local linear smoothing under a weak dependence condition
• A Bayes analysis of autoregressive model having functional-coefficients and its application on exchange rate data
• Detection of a change point based on local-likelihood
• Change-point tests for the error distribution in nonparametric regression
• A new method for solving the problem of the mean estimation when the underlying regression function is discontinuous
• A surveillance procedure for random walks based on local linear estimation
• Change point estimators by local polynomial fits under a dependence assumption
• Asymptotic fluctuations of mutagrams
• Estimation of a jump point in random design regression
• A change-point estimator using local Fourier series
• Variance change point detection under a smoothly-changing mean trend with application to liver procurement
• s-SaRa: a stable and powerful algorithm for DNA copy number variation detection
• Local linear kernel estimation of the discontinuous regression function

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