Local linear kernel estimation of the discontinuous regression function
✍ Scribed by I. R. Sánchez-Borrego; M. D. Martínez-Miranda; A. González-Carmona
- Publisher
- Springer
- Year
- 2006
- Tongue
- English
- Weight
- 918 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0943-4062
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📜 SIMILAR VOLUMES
In this work, we introduce the local linear semivariogram. Several properties of this estimator are established and compared with those of the Nadaraya-Watson semivariogram. Finally, an adaptation of Shapiro and Botha's ÿt is applied to produce a valid estimator.
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 ÿtting based on a kernel w