Change Point Estimation by Local Linear
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GΓ©rard GrΓ©goire; Zouhir Hamrouni
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Article
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2002
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Elsevier Science
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English
β 219 KB
We consider the problem of estimating jump points in smooth curves. Observations (X i , Y i ) i=1, ..., n from a random design regression function are given. We focus essentially on the basic situation where a unique change point is present in the regression function. Based on local linear regressio