Discontinuities in robust nonparametric regression with -mixing dependence

DOI10.1080/10485252.2017.1303061zbMATH Open1369.62072OpenAlexW2595434565MaRDI QIDQ5266573FDOQ5266573

Authors: 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

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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

• Moment bounds for stationary mixing sequences
• Change point estimation using nonparametric regression
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• Title not available (Why is that?)
• Change-points in nonparametric regression analysis
• A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
• Nonparametric inference on structural breaks
• Nonparametric simultaneous testing for structural breaks
• On the asymptotic normality of sequences of weak dependent random variables
• Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy
• Limiting behavior of the perturbed empirical distribution functions evaluated at \(U\)-statistics for strongly mixing sequences of random variables
• Cross-validation in nonparametric regression with outliers
• Bandwidth selection in robust smoothing
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Change-Point Detection With Non-Parametric Regression
• Testing for changes in polynomial regression
• Kernel estimation for additive models under dependence
• Smoothing and preservation of irregularities using local linear fitting.
• Tests for continuity of regression functions
• Curve Fitting Under Jump and Peak Irregularities Using Local Linear Regression
• Asymptotic distribution of smoothers based on local means and local medians under dependence

Cited In (2)

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

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