Mean estimation in the presence of change points

DOI10.1016/J.AML.2009.01.051zbMath1173.62329OpenAlexW2065345243MaRDI QIDQ1033082

J. Blot

Publication date: 6 November 2009

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2009.01.051

zbMATH Keywords

local polynomial regressionchange pointsauxiliary informationmodel-based estimationmodel-assisted estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Nonparametric analysis of the Shenzhen stock market: the day of the week effect

Cites Work

• Confidence intervals for quantile estimation using jackknife techniques
• Estimators of the finite population distribution function using nonparametric regression
• Multivariate locally weighted least squares regression
• Discontinuous versus smooth regression
• A general theory for jackknife variance estimation
• Local polynomial regresssion estimators in survey sampling.
• The jackknife and bootstrap
• Local linear kernel estimation of the discontinuous regression function
• Bias Robust Estimation in Finite Populations Using Nonparametric Calibration
• Selecting the amount of smoothing in nonparametric regression estimation for complex surveys
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