Communications for Statistical Applications and Methods

  • 제16권6호
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  • Pages.1047-1054
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  • 2009
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Bandwidth Selection for Local Smoothing Jump Detector

  • 투고 : 20090900
  • 심사 : 20091100
  • 발행 : 2009.11.30
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초록

Local smoothing jump detection procedure is a popular method for detecting jump locations and the performance of the jump detector heavily depends on the choice of the bandwidth. However, little work has been done on this issue. In this paper, we propose the bootstrap bandwidth selection method which can be used for any kernel-based or local polynomial-based jump detector. The proposed bandwidth selection method is fully data-adaptive and its performance is evaluated through a simulation study and a real data example.

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참고문헌

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  7. Park, D. (2009). Comparison of finite sample properties of jump detectors, Unpublished manuscript
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  9. Qiu, P. (2003). A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation, Journal of Nonparametric Statistics, 15, 437–453 https://doi.org/10.1080/10485250310001595083
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피인용 문헌

  1. Bootstrap Bandwidth Selection Methods for Local Linear Jump Detector vol.19, pp.4, 2012, https://doi.org/10.5351/CKSS.2012.19.4.579