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Detection of Change-Points by Local Linear Regression Fit;
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 Title & Authors
Detection of Change-Points by Local Linear Regression Fit;
Kim, Jong Tae; Choi, Hyemi; Huh, Jib;
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 Abstract
A simple method is proposed to detect the number of change points and test the location and size of multiple change points with jump discontinuities in an otherwise smooth regression model. The proposed estimators are based on a local linear regression fit by the comparison of left and right one-side kernel smoother. Our proposed methodology is explained and applied to real data and simulated data.
 Keywords
Nonparametric regression;Jump discontinuities;Kernel smoother;
 Language
Korean
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