[KSCI] Korea Science Citation Index Service

Nonparametric Discontinuity Point Estimation in Density or Density Derivatives

Huh, Jib (Department of Mathematics, Kyung Hee University)

Publication Information

Journal of the Korean Statistical Society / v.31, no.2, 2002 , pp. 261-276 More about this Journal

Abstract

Probability density or its derivatives may have a discontinuity/change point at an unknown location. We propose a method of estimating the location and the jump size of the discontinuity point based on kernel type density or density derivatives estimators with one-sided equivalent kernels. The rates of convergence of the proposed estimators are derived, and the finite-sample performances of the methods are illustrated by simulated examples.

Keywords

Kernel density estimation; one-sided kernel; rate of convergence; two-sided Brownian motion; weak convergence;

Citations & Related Records

Reference

1	/ [ Fan, J.;Gijbels, I. ] / Local Polynomial Modelling and Its Application
2	The minimum of an additive process with applications to signal estimation and storage theory / [ Bhattacharya, P. K.;Brockwell, P. J. ] / Zeitschrift fur Wahrscheinlichkeitstheorie und Verwandte Gebiete
3	/ [ Billingsley, P. ] / Convergence of Probability Measures
4	Detection of change point with local polynomial fits for random design case / [ Huh, J.;Park, B. U. ] / manuscript
5	Weighted local regression and kernel methods for nonparametric curve fitting / [ Muller, H. G. ] / Journal of the American Statistical Association ScienceOn
6	Change-points in nonparametric regression analysis / [ Muller, H. G. ] / The Annals of Statistics ScienceOn
7	Nonparametric analysis of changes in hazard rates for censored survival data: An alternative to change-point models / [ Muller, H. G.;Wang, J. L. ] / Biometrika
8	/ [ Wand, M. P.;Jones, M. C. ] / Kernel Smoothing
9	Change point estimation using nonparametric regression / [ Loader, C. R. ] / The Annals of Statistics ScienceOn
10	Weak convergence of probability measures on the function space c([0,∞]) / [ Whitt, W. ] / Annals of Mathematical Statistics ScienceOn
11	Kernel estimation of densities with discontinuities or discontinuous derivatives / [ Cline, D. B. H.;Hart, J. D. ] / Statistics
12	Incorporating support constraints into nonparametric estimators of densities / [ Schuster, E. F. ] / Communications in Statistics-Theory and Methods