Detection of a change point based on local-likelihood

DOI10.1016/J.JMVA.2010.02.007zbMATH Open1189.62114OpenAlexW2091849545MaRDI QIDQ972895FDOQ972895

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

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• Nonparametric estimation of the regression function having a change point in generalized linear models
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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)

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• Change-Point Detection With Non-Parametric Regression
• Estimation of regression functions with a discontinuity in a derivative with local polynomial fits
• Detection of a change point with local polynomial fits for the random design case
• Nonparametric estimation of the variance function with a change point
• Smoothing with Split Linear Fits

Cited In (6)

• Detection of a change point with local polynomial fits for the random design case
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
• Estimation of a change point in the variance function based on the χ²-distribution
• Nonparametric estimation of the regression function having a change point in generalized linear models
• Title not available (Why is that?)
• Statistical inference and visualization in scale-space using local likelihood

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