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Data-Driven Discontinuity Detection in Derivatives of a Regression Function

✍ Scribed by Gijbels, I.; Goderniaux, A.-C.

Book ID
127288117
Publisher
Taylor and Francis Group
Year
2005
Tongue
English
Weight
242 KB
Volume
33
Category
Article
ISSN
0361-0926

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✍ J. Huh; K.C. CarriΓ¨re πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 166 KB

We consider an estimation strategy for regression functions which may have discontinuity=change point in the derivative functions at an unknown location. First, we propose methods of estimation for the location and the jump size of the change point via the local polynomial ΓΏtting based on a kernel w