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The Half-Half Plot

Author

Listed:
  • Einmahl, J.H.J.

    (Tilburg University, Center For Economic Research)

  • Gantner, M.

    (Tilburg University, Center For Economic Research)

Abstract

The Half-Half (HH) plot is a new graphical method to investigate qualitatively the shape of a regression curve. The empirical HH-plot counts observations in the lower and upper quarter of a strip that moves horizontally over the scatterplot. The plot displays jumps clearly and reveals further features of the regression curve. We prove a functional central limit theorem for the empirical HH-plot, with rate of convergence 1/√n . In a simulation study, the good performance of the plot is demonstrated. The method is also applied to two case studies. The proofs and one more case study are deferred to a supplement, which is available online.
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Suggested Citation

  • Einmahl, J.H.J. & Gantner, M., 2009. "The Half-Half Plot," Discussion Paper 2009-77, Tilburg University, Center for Economic Research.
  • Handle: RePEc:tiu:tiucen:88c03da5-f408-4cd8-a7f9-06827e1e6160
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1121231/2009-77.pdf
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    References listed on IDEAS

    as
    1. Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef, 1999. "Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes," Journal of Multivariate Analysis, Elsevier, vol. 68(1), pages 96-119, January.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Data analysis; functional central limit theorem; graphical methods; jump detection; nonparametric regression;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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