Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 59 (2007)
Issue (Month): 2 (June)
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Web page: http://www.springerlink.com/link.asp?id=102845
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Spokoiny, Vladimir G., 1998. "Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice," SFB 373 Discussion Papers 1998,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Müller, Hans-Georg & Song, Kai-Sheng, 1997. "Two-stage change-point estimators in smooth regression models," Statistics & Probability Letters, Elsevier, vol. 34(4), pages 323-335, June.
- Irene Gijbels & Peter Hall & Aloïs Kneip, 1999. "On the Estimation of Jump Points in Smooth Curves," Annals of the Institute of Statistical Mathematics, Springer, vol. 51(2), pages 231-251, June.
- repec:wop:humbsf:1998-1 is not listed on IDEAS
- Kang, Kee-Hoon & Koo, Ja-Yong & Park, Cheol-Woo, 2000. "Kernel estimation of discontinuous regression functions," Statistics & Probability Letters, Elsevier, vol. 47(3), pages 277-285, April.
- Shohei Tateishi & Sadanori Konishi, 2011. "Nonlinear regression modeling and detecting change points via the relevance vector machine," Computational Statistics, Springer, vol. 26(3), pages 477-490, September.
- Isabel Casas & Irene Gijbels, 2009. "Unstable volatility functions: the break preserving local linear estimator," CREATES Research Papers 2009-48, School of Economics and Management, University of Aarhus.
- Huh, Jib, 2012. "Nonparametric estimation of the regression function having a change point in generalized linear models," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 843-851.
- Sun, Edward W. & Meinl, Thomas, 2012. "A new wavelet-based denoising algorithm for high-frequency financial data mining," European Journal of Operational Research, Elsevier, vol. 217(3), pages 589-599.
- Peihua Qiu, 2009. "Jump-preserving surface reconstruction from noisy data," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 715-751, September.
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