Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146554 | Journal of Multivariate Analysis | 2010 | 20 Pages |
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
Jib Huh,