Detection of a change point based on local-likelihood

DOI10.1016/J.JMVA.2010.02.007MaRDI QIDQ972895zbMATHOpenAlexFDO

Authors Jib Huh

Publication date 21 May 2010

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2010.02.007

zbMATH Keywords

generalized linear modelrate of convergencebeetle mortality datadiscontinuity pointlocal polynomial fitjump size

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)

Recommendations

• Nonparametric estimation of the regression function having a change point in generalized linear models
• Detection of a change point with local polynomial fits for the random design case
• Estimation of a change point in the variance function based on the \(\chi^{2}\)-distribution
• Estimation of regression functions with a discontinuity in a derivative with local polynomial fits
• Change points in nonparametric regresion functions

Cites work

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• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
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• Data-Driven Discontinuity Detection in Derivatives of a Regression Function
• Detection of a change point with local polynomial fits for the random design case
• Detection of the number, locations and magnitudes of jumps
• Estimation of regression functions with a discontinuity in a derivative with local polynomial fits
• Generalized Partially Linear Single-Index Models
• Kernel-type estimators of jump points and values of a regression function
• Likelihood-based local polynomial fitting for single-index models
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• Nonparametric estimation of the variance function with a change point
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• One-Sided Cross-Validation
• Smoothing with Split Linear Fits
• Statistical methods for DNA sequence segmentation
• The minimum of an additive process with applications to signal estimation and storage theory
• Two-stage change-point estimators in smooth regression models
• Weak and strong uniform consistency of kernel regression estimates
• Weighted Local Regression and Kernel Methods for Nonparametric Curve Fitting

Cited in

(6)

• Estimation of a change point in the variance function based on the \(\chi^{2}\)-distribution
• Statistical inference and visualization in scale-space using local likelihood
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
• Nonparametric estimation of the regression function having a change point in generalized linear models
• Detection of a change point with local polynomial fits for the random design case
• scientific article; zbMATH DE number 7365917 (Why is no real title available?)

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