Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Nonparametric Discontinuity Point Estimation in Density or Density Derivatives

  • Huh, Jib (Department of Mathematics, Kyung Hee University)
  • Published : 2002.06.01
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Abstract

Probability density or its derivatives may have a discontinuity/change point at an unknown location. We propose a method of estimating the location and the jump size of the discontinuity point based on kernel type density or density derivatives estimators with one-sided equivalent kernels. The rates of convergence of the proposed estimators are derived, and the finite-sample performances of the methods are illustrated by simulated examples.

Keywords

References

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