Discontinuities in robust nonparametric regression with α-mixing dependence

DOI10.1080/10485252.2017.1303061zbMATH Open1369.62072OpenAlexW2595434565MaRDI QIDQ5266573FDOQ5266573

Marie Hušková, Matúš Maciak

Publication date: 16 June 2017

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2017.1303061

zbMATH Keywords

change pointsrobust nonparametric regressionmoving blocks bootstrap\(\alpha\)-mixing dependencelocal polynomial M-smoothersdiscontinuity in regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Cites Work

• Title not available (Why is that?)
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Cited In (2)

• Change point detection for nonparametric regression under strongly mixing process
• Changepoint detection by the quantile Lasso method

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