Journal of the Korean Statistical Society

  • 제33권1호
  • /
  • Pages.59-78
  • /
  • 2004
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

NONPARAMETRIC DISCONTINUITY POINT ESTIMATION IN GENERALIZED LINEAR MODEL

  • Huh, Jib (Department of Statistics, Duksung Women's University)
  • 발행 : 2004.03.01
PDF 다운로드
⟨ 이전 논문 다음 논문 ⟩

초록

A regression function in generalized linear model may have a discontinuity/change point at unknown location. In order to estimate the location of the discontinuity point and its jump size, the strategy is to use a nonparametric approach based on one-sided kernel weighted local-likelihood functions. Weak convergences of the proposed estimators are established. The finite-sample performances of the proposed estimators with practical aspects are illustrated by simulated examples.

키워드

참고문헌

  1. Zeitschrift fur Wahrscheinlichkeitstheorie und Verwandte Gebiets v.37 The minimum of an additive process with applications to signal estimation and storage theory Bhattacharya,P.K.;Brockwell,P.J.
  2. Convergence of Probability Measures Billingsley,P.
  3. Journal of the American Statistical Association v.90 Local polynomial kernel regression for generalized linear models and quasi-likelihood functions Fan,J.;Heckman,N.E.;Wand,M.P.
  4. Nonparametric Regression and Generalized Linear Models Green,P.J.;Silverman,B.W.
  5. Technometrics v.34 Edge-preserving and peak-preserving smoothing Hall,P.;Titterington,D.M.
  6. Journal of the American Statistical Association v.93 One-sided cross-validation Hart,J.D.;Yi,S.
  7. Statistics & Probability Letters v.56 Estimation of regression functions withe discontinuity in a derivative with local polynomial fits Huh,J.;Carriere,K.C.
  8. Journal of Computational and Graphical Statistics v.6 Spline estimation of discontinuous regression functions Koo,J.Y.
  9. The Annals of Statistics v.24 Change point estimation using nonparametric regression Loader,C.R.
  10. Generalized Linear Models(2nd ed.) McCullagh,P.;Nelder,J.A.
  11. Technometrics v.28 Smoothing with split linear fits McDonald,J.A.;Owen,A.B.
  12. The Annals of Statistics v.20 Change-points in nonparametric regression analysis Muller,H.G.
  13. Technometrics v.40 A local polynomial jump detection algorithm in nonparametric regression Qiu,P.;Yandell,B.
  14. The Annals of Statistics v.26 Minimax estimation of sharp change points Raimondo,M.
  15. The Annals of Probability v.10 A law of the logarithm for kernel density estimators Stute,W.
  16. Biometrika v.82 Jump and sharp cusp detection by wavelets Wang,Y.
  17. The Annals of Statistics v.21 Kernel-type estimators of jump points and values of a regression function Wu,J.S.;Chu,C.K.
  18. Communications in Statistics-Stochastic Models v.4 Detection of the number, locations and magnitudes of jumps Yin,Y.Q.