کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5129540 1489735 2017 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Change-point estimation using shape-restricted regression splines
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Change-point estimation using shape-restricted regression splines
چکیده انگلیسی

We consider estimating a regression function fm and a change-point m, where m is a mode or an inflection point. For a given m, the least-squares estimate of fm is found using constrained regression splines, then the set of possible change-points is searched to find the overall least-squares mˆ. Convergence rates are obtained for each type of change-point estimator, and simulations show that these methods compare well to existing methods. Extensions to the partial linear model and to the case of correlated errors are straightforward, and a penalized spline version is also provided. The methods are available in the R package ShapeChange.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 188, September 2017, Pages 8-21
نویسندگان
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