Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Estimation of the Number of Change-Points with Local Linear Fit

  • Kim, Jong-Tae (Dept of Statistics, Taegu University) ;
  • Choi, Hey-Mi (Statistics Department Case Western Reserve university)
  • Published : 2002.10.31
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Abstract

The aim of this paper is to consider of detecting the location, the jump size and the number of change-points in regression functions by using the local linear fit which is one of nonparametric regression techniques. It is obtained the asymptotic properties of the change points and the jump sizes. and the correspondin grates of convergence for change-point estimators.

Keywords

References

  1. Journal of American Statistical Association v.92 Testing and Locating Variance Changepoints With Application to Stock Price Chen, J.;Gupta, A. K.
  2. Communication in Statistics - Theory and Method v.28 Change points in nonparametric regression functions Jose, C. T.;Ismail, B.
  3. Annals of Statistics v.24 Change point Estimation using nonparametric regression Loader, C.
  4. Annals statistics v.20 Change points in nonparametric regression analysis Muller, H. G.