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MOSUM monitoring for variance change in nonparametric regression models |
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| Authors: | Peiyan Qi Zheng Tian |
| Affiliation: | 1. Department of Applied Mathematics, Taiyuan University of Science and Technology, Shanxi Taiyuan, China;2. Department of Applied Mathematic, Northwestern Polytechnical University, Shannxi Xi’an, China;3. Department of Applied Mathematic, Northwestern Polytechnical University, Shannxi Xi’an, China |
| Abstract: | ABSTRACTThis article considers the monitoring for variance change in nonparametric regression models. First, the local linear estimator of the regression function is given. A moving square cumulative sum procedure is proposed based on residuals of the estimator. And the asymptotic results of the statistic under the null hypothesis and the alternative hypothesis are obtained. Simulations and Application support our procedure. |
| Keywords: | Monitoring MOSUM Nonparametric regression Variance change |