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http://dx.doi.org/10.5351/CKSS.2005.12.2.349

Change-point Estimation with Loess of Means  

Kim, Jae-Hee (Department of Statistics, Duksung Women's University)
Publication Information
Communications for Statistical Applications and Methods / v.12, no.2, 2005 , pp. 349-357 More about this Journal
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.
Keywords
change-point model; loess; consistent;
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