한국데이터정보과학회:학술대회논문집
- 한국데이터정보과학회 2005년도 춘계학술대회
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- Pages.193-199
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- 2005
Change-Points with Jump in Nonparametric Regression Functions
초록
A simple method is proposed to detect the number of change points with jump discontinuities in nonparamteric regression functions. The proposed estimators are based on a local linear regression fit by the comparison of left and right one-side kernel smoother. Also, the proposed methodology is suggested as the test statistic for detecting of change points and the direction of jump discontinuities.