Detection of a change point based on local-likelihood
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References listed on IDEAS
- Grégoire, Gérard & Hamrouni, Zouhir, 2002. "Change Point Estimation by Local Linear Smoothing," Journal of Multivariate Analysis, Elsevier, vol. 83(1), pages 56-83, October.
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- Huh, J. & Park, B. U., 2002. "Likelihood-Based Local Polynomial Fitting for Single-Index Models," Journal of Multivariate Analysis, Elsevier, vol. 80(2), pages 302-321, February.
- Huh, J. & Carrière, K. C., 2002. "Estimation of regression functions with a discontinuity in a derivative with local polynomial fits," Statistics & Probability Letters, Elsevier, vol. 56(3), pages 329-343, February.
- 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.
- Pollard, David, 1991. "Asymptotics for Least Absolute Deviation Regression Estimators," Econometric Theory, Cambridge University Press, vol. 7(2), pages 186-199, June.
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- Park, Cheolwoo & Huh, Jib, 2013. "Statistical inference and visualization in scale-space using local likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 336-348.
- 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.
- Joseph Ngatchou-Wandji & Echarif Elharfaoui & Michel Harel, 2022. "On change-points tests based on two-samples U-Statistics for weakly dependent observations," Statistical Papers, Springer, vol. 63(1), pages 287-316, February.
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Keywords
Discontinuity point Generalized linear model Jump size Local polynomial fit Rate of convergence Beetle mortality data;Statistics
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