کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146554 957517 2010 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Detection of a change point based on local-likelihood
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Detection of a change point based on local-likelihood
چکیده انگلیسی
In this paper, we consider the regression function or its νth derivative in generalized linear models which may have a change/discontinuity point at an unknown location. The location and its jump size are estimated with the local polynomial fits based on one-sided kernel weighted local-likelihood functions. Asymptotic distributions of the proposed estimators of location and jump size are established. The finite-sample performances of the proposed estimators with practical aspects are illustrated by simulated and beetle mortality examples.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 101, Issue 7, August 2010, Pages 1681-1700
نویسندگان
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