Change points in nonparametric regresion functions |
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| Authors: | CT Jose B Ismall |
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| Institution: | Department of Statistics , Mangalore University , Managalore, 574 199, India E-mail: ismail@mnglr.ernet.in |
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| Abstract: | Estimators of location and size of jumps or discontinuities in a regression function and/or its derivatives are proposed. The estimators are based on the analysis of residuals obtained from the locally weighted least squares regression. The proposed estimators adapt to both fixed and random designs. The asymptotic properties of the estimators are investigated. The method is illustrated through simulation studies. |
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| Keywords: | discontinuity jump point kernel estimator local polynomial regression nonparametric regression residual analysis |
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