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http://dx.doi.org/10.5351/CKSS.2003.10.1.031

Detection of Change-Points by Local Linear Regression Fit;  

Kim, Jong Tae (Department of Statistics, Taegu University)
Choi, Hyemi (Department of Statistics, Seoul National University)
Huh, Jib (Department of Statistical Science, DukSung Women's University)
Publication Information
Communications for Statistical Applications and Methods / v.10, no.1, 2003 , pp. 31-38 More about this Journal
Abstract
A simple method is proposed to detect the number of change points and test the location and size of multiple change points with jump discontinuities in an otherwise smooth regression model. The proposed estimators are based on a local linear regression fit by the comparison of left and right one-side kernel smoother. Our proposed methodology is explained and applied to real data and simulated data.
Keywords
Nonparametric regression; Jump discontinuities; Kernel smoother;
Citations & Related Records
Times Cited By KSCI : 1  (Citation Analysis)
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