Tests for continuity of regression functions

DOI10.1016/J.JSPI.2006.06.007MaRDI QIDQ866619zbMATH OpenOpenAlexFDO

Authors Jaromír Antoch, Gerard Gregoire, Marie Hušková

Publication date 14 February 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.06.007

zbMATH Keywords

limit propertieslocal linear estimatorsnon-smooth regression

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Change point estimation by local linear smoothing
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• Discontinuous versus smooth regression
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
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• scientific article; zbMATH DE number 2046536 (Why is no real title available?)
• scientific article; zbMATH DE number 1487647 (Why is no real title available?)
• scientific article; zbMATH DE number 2152211 (Why is no real title available?)
• scientific article; zbMATH DE number 777881 (Why is no real title available?)
• Kernel-type estimators of jump points and values of a regression function
• Limit theorems for rank statistics
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• Permutation tests in change point analysis
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• Probabilities of maximal deviations for nonparametric regression function estimates
• Two-stage change-point estimators in smooth regression models

Cited in

(12)

• Goodness-of-fit tests for continuous regression
• Changepoint detection by the quantile Lasso method
• A surveillance procedure for random walks based on local linear estimation
• Miscellanea. Testing the adequacy of regression functions
• Sequential data-adaptive bandwidth selection by cross-validation for nonparametric prediction
• Discontinuities in robust nonparametric regression with -mixing dependence
• Testing for Breaks in Regression Models with Dependent Data
• Model-robust inference for continuous threshold regression models
• Comments on: ``Extensions of some classical methods in change point analysis
• Novelty detection based on learning entropy
• Changepoint analysis of Klementinum temperature series
• Smoothing and preservation of irregularities using local linear fitting.

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