Communications for Statistical Applications and Methods

  • 제19권4호
  • /
  • Pages.579-590
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  • 2012
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Bootstrap Bandwidth Selection Methods for Local Linear Jump Detector

  • 투고 : 2012.04.02
  • 심사 : 2012.06.20
  • 발행 : 2012.07.31
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초록

Local linear jump detection in a discontinuous regression function involves the choice of the bandwidth and the performance of a local linear jump detector depends heavily on the choice of the bandwidth. However, little attention has been paid to this important issue. In this paper we propose two fully data adaptive bandwidth selection methods for a local linear jump detector. The performance of the proposed methods are investigated through a simulation study.

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참고문헌

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