• Journal of the Korean Data and Information Science Society
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• 제14권4호
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• pp.929-937
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• 2003

Kernel type estimations of discontinuity point at an unknown location in regression function or its derivatives have been developed. It is known that the discontinuity point estimator based on $Gasser-M\ddot{u}ller$ regression estimator with a one-sided kernel function which has a zero value at the point 0 makes a poor asymptotic behavior. Further, the asymptotic variance of $Gasser-M\ddot{u}ller$ regression estimator in the random design case is 1.5 times larger that the one in the corresponding fixed design case, while those two are identical for the local polynomial regression estimator. Although $Gasser-M\ddot{u}ller$ regression estimator with a one-sided kernel function which has a non-zero value at the point 0 for the modification is used, computer simulation show that this phenomenon is also appeared in the discontinuity point estimation.