A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
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Publication:4470123
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- Bandwidth selection: Classical or plug-in?
- Change point estimation using nonparametric regression
- Change-points in nonparametric regression analysis
- Choosing a kernel regression estimator. With comments and a rejoinder by the authors
- Estimation of the number of jumps of the jump regression functions
- Jump and sharp cusp detection by wavelets
- Kernel-type estimators of jump points and values of a regression function
- Modeling Daily and Subdaily Cycles in Rat Sleep Data
- Smoothing with Split Linear Fits
- The problem of the Nile: Conditional solution to a changepoint problem
Cited in
(32)- Adaptive semiparametric estimation for single index models with jumps
- Smoothing and preservation of irregularities using local linear fitting.
- Multiscale jump testing and estimation under complex temporal dynamics
- Jump-preserving surface reconstruction from noisy data
- Local linear fitting and improved estimation near peaks
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
- Jump-preserving regression and smoothing using local linear fitting: a compromise
- Fitting jump additive models
- Adaptive jump-preserving estimates in varying-coefficient models
- Nonparametric estimation of the regression function having a change point in generalized linear models
- A robust and efficient estimation method for nonparametric models with jump points
- Change Point Estimation with Independent Observations and Piece-Wise Continuous Variance Function
- Estimation and test of jump discontinuities in varying coefficient models with empirical applications
- Estimation of a change point in the variance function based on the \(\chi^{2}\)-distribution
- Risk measure preserving piecewise linear approximation of empirical distributions
- Jump-detection-based estimation in time-varying coefficient models and empirical applications
- A new method for solving the problem of the mean estimation when the underlying regression function is discontinuous
- Jump detection in time series nonparametric regression models: a polynomial spline approach
- A new wavelet-based denoising algorithm for high-frequency financial data mining
- Errors-in-variables jump regression using local clustering
- Curve fitting and jump detection on nonparametric regression with missing data
- Blind deconvolution for jump-preserving curve estimation
- Unstable volatility: the break-preserving local linear estimator
- Nonlinear regression modeling and detecting change points via the relevance vector machine
- A jump-detecting procedure based on spline estimation
- Curve fitting under jump and peak irregularities using local linear regression
- Analysis of variance, coefficient of determination and F-test for local polynomial regression
- Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function
- Local linear kernel estimation of the discontinuous regression function
- Bayesian curve fitting for discontinuous functions using an overcomplete system with multiple kernels
- Semiparametric jump-preserving estimation for single-index models
- A variational inference for the Lévy adaptive regression with multiple kernels
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