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Multivariate Locally Weighted Polynomial Fitting and Partial Derivative Estimation

✍ Scribed by Zhan-Qian Lu

Book ID
102974310
Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
626 KB
Volume
59
Category
Article
ISSN
0047-259X

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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