Article ID Journal Published Year Pages File Type
1146554 Journal of Multivariate Analysis 2010 20 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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