[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.5351/CKSS.2009.16.6.1047

Bandwidth Selection for Local Smoothing Jump Detector

Park, Dong-Ryeon (Department of Information and Statistics, Hanshin University)

Publication Information

Communications for Statistical Applications and Methods / v.16, no.6, 2009 , pp. 1047-1054 More about this Journal

Abstract

Local smoothing jump detection procedure is a popular method for detecting jump locations and the performance of the jump detector heavily depends on the choice of the bandwidth. However, little work has been done on this issue. In this paper, we propose the bootstrap bandwidth selection method which can be used for any kernel-based or local polynomial-based jump detector. The proposed bandwidth selection method is fully data-adaptive and its performance is evaluated through a simulation study and a real data example.

Keywords

Bandwidth; bootstrap; discontinuous regression; local smoothing jump detection;

Citations & Related Records

Times Cited By KSCI : 1 (Citation Analysis)

Reference
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