JOURNAL BROWSE
Search
Advanced SearchSearch Tips
Change-point Estimation with Loess of Means
facebook(new window)  Pirnt(new window) E-mail(new window) Excel Download
 Title & Authors
Change-point Estimation with Loess of Means
Kim, Jae-Hee;
  PDF(new window)
 Abstract
We suggest a functional technique with loess smoothing for estimating the change-point when there is one change-point in the mean model. The proposed change-point estimator is consistent. Simulation study shows a good performance of the proposed change-point estimator in comparison with other parametric or nonparametric change-point estimators.
 Keywords
change-point model;loess;consistent;
 Language
English
 Cited by
 References
1.
Carlstein, E. (1988) Nonparametric Change-point Estimation, Annals of Statistics, 16,188-197 crossref(new window)

2.
Cleveland, W. S. (1979) Robust Locally Weighted Regression and Smoothing Scatterplots, Journal of American Statistical Association, 74, 829-836 crossref(new window)

3.
Efromovich, S. (1999) Nonparametric Curve Estimation, Springer, New York

4.
Fan, J. and Giibels, I. (1996) Local Polynomial Modelling and Its Applications, Chapman & Hall, New York

5.
Gombay, E. and Horvath, L. (1990) Asymptotic Distributions of Maximum Likelihood Test for Change in the Mean, Biometrika, 77, 2, 411-414 crossref(new window)

6.
Gombay, E. and Horvath, L. (1994) An Application of the Maximum Likelihood Test to the Change-point Problem, Stochastic Processes and their Applications, 50, 161-171 crossref(new window)

7.
Hinkley, D. V. (1970) Inference about the Change-point in a Sequence of Random Variables, Biometrika, 57, 1-17 crossref(new window)

8.
Hinkley, D. V. (1972) Time-ordered Classification, Biometrika, 59, 509-522 crossref(new window)

9.
Schechtman, E. (1982) Nonparametric Test for Detecting Change in Location, Communication in Statistics-Theory and Method, A 11(13), 1475-1482 crossref(new window)

10.
Stone, C. J. (1977) Consistent Nonparametric Regression, Annals of Statistics, 14, 590-606 crossref(new window)