Change-Point Detection With Non-Parametric Regression

DOI10.1080/02331880210930MaRDI QIDQ4547552zbMATH OpenOpenAlexFDO

Authors Lajos Horváth, Piotr Kokoszka

Publication date 20 May 2003

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880210930

zbMATH Keywords

polynomial smoothingchange-point tests

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(35)

• Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG
• Tests for continuity of regression functions
• scientific article; zbMATH DE number 919366 (Why is no real title available?)
• Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression
• Change-Point Estimation in Long Memory Nonparametric Models with Applications
• Detection of a change point with local polynomial fits for the random design case
• Sequential data-adaptive bandwidth selection by cross-validation for nonparametric prediction
• scientific article; zbMATH DE number 863574 (Why is no real title available?)
• Permutation tests for multiple changes.
• Change-point problems in nonlinear regression estimation with dependent observations
• Change-Point Detection in Two-Phase Regression with Inequality Constraints on the Regression Parameters
• Change-points in nonparametric regression analysis
• Nonparametric estimation of the regression function having a change point in generalized linear models
• Bootstrap test for change-points in nonparametric regression
• scientific article; zbMATH DE number 5368562 (Why is no real title available?)
• Density smoothness parameter estimation with some additive noises
• Ratio tests for variance change in nonparametric regression
• Test for change point detection in nonparametric regression model for time series
• Detection of a change point based on local-likelihood
• Change-point tests for the error distribution in nonparametric regression
• Change Point Detection in The Skew-Normal Model Parameters
• A surveillance procedure for random walks based on local linear estimation
• Detecting change structures of nonparametric regressions
• The smoothness test for a density function
• A nonparametric statistical procedure for the detection of marine pollution
• A change-point problem in relative error-based regression
• On rapid change points under long memory
• Estimation of the smoothness of density
• Nonlinear regression modeling and detecting change points via the relevance vector machine
• A note on Bayesian identification of change points in data sequences
• Distributions of Bayes-type change-point statistics under polynomial regression
• Changepoint detection by the quantile Lasso method
• Change in non-parametric regression with long memory errors
• Discontinuities in robust nonparametric regression with \(\alpha\)-mixing dependence
• Local linear kernel estimation of the discontinuous regression function

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