Testing discontinuities in nonparametric regression

DOI10.1080/02664763.2017.1280004MaRDI QIDQ5139003zbMATH OpenOpenAlexFDO

Authors Wenlin Dai, Yuejin Zhou, Tiejun Tong

Publication date 4 December 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10754/623053

zbMATH Keywords

asymptotic normalitydifference-based estimatorjump pointmodel selectionnonparametric regressionresidual variance

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Nonparametric estimation of a discontinuity in regression
• Change points in nonparametric regresion functions
• Discontinuous versus smooth regression
• Variance estimation in nonparametric regression with jump discontinuities
• Jump information criterion for statistical inference in estimating discontinuous curves

Cites work

• A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
• Bootstrap test for change-points in nonparametric regression
• Change-point tests for the error distribution in nonparametric regression
• Change-points in nonparametric regression analysis
• Detecting Dependencies in Smooth Regression Models
• Estimating residual variance in nonparametric regression using least squares
• Estimation of 2D jump location curve and 3D jump location surface in nonparametric regression
• Generalized Least Squares
• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• Image Processing and Jump Regression Analysis
• Jump and sharp cusp detection by wavelets
• Jump Surface Estimation, Edge Detection, and Image Restoration
• Nonparametric quasi-likelihood
• Optimal variance estimation without estimating the mean function
• Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG

Cited in

(9)

• On a statistical method to detect discontinuity in the distribution function of reported earnings
• Testing continuity of a density via g-order statistics in the regression discontinuity design
• Testing for discontinuity or type of distribution
• Data-Driven Discontinuity Detection in Derivatives of a Regression Function
• A Nonparametric Test for Random Dropouts
• Jump information criterion for statistical inference in estimating discontinuous curves
• Non-parametric testing of discrete panel data models
• A nonparametric discontinuity test of density using a beta kernel
• Tests for continuity of regression functions

This page was built for publication: Testing discontinuities in nonparametric regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5139003)