Local linear kernel estimation of the discontinuous regression function

被引：0
|
作者：
I. R. Sánchez-Borrego
M. D. Martínez-Miranda
A. González-Carmona
机构：
[1] Universidad de Granada,Departamento de Estadística e Investigación Operativa, Facultad de Ciencias
来源：
Computational Statistics | 2006年 / 21卷
关键词：
Discontinuity; Jump point; Change point; Local linear kernel regression; Nonparametric regression;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We address the problems of estimating the discontinuous regression function and also its jump points. We propose a method in two steps: we first estimate the jumps and finally the regression function is estimated by an adapted version of a local linear smoother which makes use of the estimated jumps. The practical performance of the proposed method is evaluated by using simulation studies and an application to a real-life problem.
引用
收藏
页码：557 / 569
页数：12
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