Change point estimation by local linear smoothing

DOI10.1006/JMVA.2001.2038zbMATH Open1021.62026OpenAlexW2055487042MaRDI QIDQ1867136FDOQ1867136

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

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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)

Cites Work

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• Change-points in nonparametric regression analysis
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• Two-stage change-point estimators in smooth regression models
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• Estimation of the number of jumps of the jump regression functions
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• Interval and band estimation for curves with jumps
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• Modification for boundary effects and jump points in nonparametric regression

Cited In (28)

• Estimation of the number of jumps of the jump regression functions
• 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.
• Tests for continuity of regression functions
• Change point estimation in regression model with response missing at random
• Testing for change points in partially linear models
• A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
• Change-point estimation under adaptive sampling
• Estimation of a change point in the variance function based on the χ²-distribution
• Jump-preserving regression and smoothing using local linear fitting: a compromise
• Change-point problems in nonlinear regression estimation with dependent observations
• Change Point Estimation with Independent Observations and Piece-Wise Continuous Variance Function
• Nonparametric estimation of the regression function having a change point in generalized linear models
• Bootstrap test for change-points in nonparametric regression
• Data-Driven Determination of the Number of Jumps in Regression Curves
• Regression discontinuity designs with unknown discontinuity points: testing and estimation
• Change point estimation by local linear smoothing under a weak dependence condition
• Variance Change Point Detection Under a Smoothly-Changing Mean Trend with Application to Liver Procurement
• 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
• A change-point estimator using local Fourier series
• Local linear kernel estimation of the discontinuous regression function
• A less sensitive linear detector for the change point based on kernel smoothing method

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