Pages that link to "Item:Q1314468"
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The following pages link to Kernel-type estimators of jump points and values of a regression function (Q1314468):
Displaying 50 items.
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Testing for change points in partially linear models (Q277056) (← links)
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- Nonparametric estimation of the regression function having a change point in generalized linear models (Q434733) (← links)
- Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
- Jump detection in time series nonparametric regression models: a polynomial spline approach (Q743999) (← links)
- Jump detection in generalized error-in-variables regression with an application to Australian health tax policies (Q746678) (← links)
- Tests for continuity of regression functions (Q866619) (← links)
- Estimation of a jump point in random design regression (Q900565) (← links)
- Data-driven boundary estimation in deconvolution problems (Q959284) (← links)
- Detection of a change point based on local-likelihood (Q972895) (← links)
- Blind deconvolution for jump-preserving curve estimation (Q980582) (← links)
- Jump-preserving regression and smoothing using local linear fitting: a compromise (Q995794) (← links)
- Detection of linear and circular shapes in image analysis (Q1010497) (← links)
- Discontinuous regression surfaces fitting (Q1307095) (← links)
- Two-stage change-point estimators in smooth regression models (Q1365167) (← links)
- On the functional estimation of jump-diffusion models. (Q1398983) (← links)
- Limit theorems for kernel-type estimators for the time of change (Q1582358) (← links)
- The wavelet detection of the jump and cusp points of a regression function (Q1582574) (← links)
- Detection of the jump points of a heteroscedastic regression model by wavelets (Q1594866) (← links)
- Estimation of regression functions with a discontinuity in a derivative with local polynomial fits (Q1613008) (← links)
- Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice (Q1807122) (← links)
- Discontinuous versus smooth regression (Q1807167) (← links)
- Nonparametric monitoring of financial time series by jump-preserving control charts (Q1849312) (← links)
- Asymptotics of maximum likelihood estimator in a two-phase linear regression model (Q1866223) (← links)
- Change point estimation by local linear smoothing (Q1867136) (← links)
- A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model (Q1970485) (← links)
- Nonparametric inference on structural breaks (Q1973431) (← links)
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
- Change point detection for nonparametric regression under strongly mixing process (Q2208376) (← links)
- Asymptotic confidence sets for the jump curve in bivariate regression problems (Q2274946) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Adaptive quantile regression with precise risk bounds (Q2361010) (← links)
- Change point estimation by local linear smoothing under a weak dependence condition (Q2440595) (← links)
- Local linear kernel estimation of the discontinuous regression function (Q2463665) (← links)
- Asymptotics of M-estimators in two-phase linear regression models. (Q2574536) (← links)
- Estimation of a change point in the variance function based on the <font>χ<sup>2</sup></font>-distribution (Q2817126) (← links)
- A jump-detecting procedure based on spline estimation (Q3021176) (← links)
- TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
- A surveillance procedure for random walks based on local linear estimation (Q3569204) (← links)
- Change points in nonparametric regresion functions (Q4269508) (← links)
- A nonlinear gaussian filter applied to images with discontinuities (Q4352132) (← links)
- Asymptotic bias and variance of a kernel-based estimator for the location of a discontinuity (Q4352133) (← links)
- A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation (Q4470123) (← links)
- Nonparametric inference on jump regression surface (Q4551594) (← links)
- A robust and efficient estimation method for nonparametric models with jump points (Q4638821) (← links)
- Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG (Q4805744) (← links)
- Bootstrap test for change-points in nonparametric regression (Q4831094) (← links)
- Estimation of change-points in a nonparametric regression function through kernel density estimation (Q4839315) (← links)
- Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction (Q4905914) (← links)
