Change-point detection for the link function in a single-index model

DOI10.1016/j.spl.2022.109468zbMath1487.62041MaRDI QIDQ2670772

Yi Zhang, Qing Yang

Publication date: 1 June 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109468

zbMATH Keywords

kernel regression; structural change; single-index model; CUSUM statistic

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

Cites Work

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