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Estimation of the number of discontinuity points based on likelihood  

Huh, Jib (Department of Statistics, Duksung Women's University)
Publication Information
Journal of the Korean Data and Information Science Society / v.21, no.1, 2010 , pp. 51-59 More about this Journal
Abstract
In the case that the regression function has a discontinuity point in generalized linear model, Huh (2009) estimated the location and jump size using the log-likelihood weighted the one-sided kernel function. In this paper, we consider estimation of the unknown number of the discontinuity points in the regression function. The proposed algorithm is based on testing of the existence of a discontinuity point coming from the asymptotic distribution of the estimated jump size described in Huh (2009). The finite sample performance is illustrated by simulated example.
Keywords
Local polynomial fit; log-likelihood function; one-sided kernel function;
Citations & Related Records
Times Cited By KSCI : 6  (Citation Analysis)
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