Detection of a change point with local polynomial fits for the random design case
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Publication:4651129
DOI10.1111/j.1467-842X.2004.00340.xzbMath1055.62042MaRDI QIDQ4651129
Publication date: 21 February 2005
Published in: Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics (Search for Journal in Brave)
rate of convergence; weak convergence; discontinuity point; two-sided Brownian motion; one-sided kernel
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
60F05: Central limit and other weak theorems
Related Items
Change-Point Estimation in Long Memory Nonparametric Models with Applications, Nonparametric estimation of the regression function having a change point in generalized linear models, Change point estimators by local polynomial fits under a dependence assumption, Detection of a change point based on local-likelihood, Change‐Point Tests for the Error Distribution in Non‐parametric Regression
Uses Software