Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Change-point Estimation with Loess of Means

  • Kim, Jae-Hee (Department of Statistics, Duksung Women's University)
  • Published : 2005.08.01
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Abstract

We suggest a functional technique with loess smoothing for estimating the change-point when there is one change-point in the mean model. The proposed change-point estimator is consistent. Simulation study shows a good performance of the proposed change-point estimator in comparison with other parametric or nonparametric change-point estimators.

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References

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