Discontinuities in robust nonparametric regression with -mixing dependence

DOI10.1080/10485252.2017.1303061MaRDI QIDQ5266573zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 882698 (Why is no real title available?)
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
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• Bandwidth selection in robust smoothing
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• Change-Point Detection With Non-Parametric Regression
• Change-points in nonparametric regression analysis
• Cross-validation in nonparametric regression with outliers
• Curve fitting under jump and peak irregularities using local linear regression
• Kernel estimation for additive models under dependence
• Limiting behavior of the perturbed empirical distribution functions evaluated at \(U\)-statistics for strongly mixing sequences of random variables
• Moment bounds for stationary mixing sequences
• 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
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• Testing for changes in polynomial regression
• Tests for continuity of regression functions
• The Invariance Principle for Stationary Processes
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions

Cited in

(2)

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

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