Local bandwidth selection via second derivative segmentation

DOI10.1214/12-EJS682zbMath1274.62274OpenAlexW2078927423MaRDI QIDQ1950824

Haonan Wang, Alexander Aue, Thomas C. M. Lee

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1333113099

zbMATH Keywords

local linear regressionoptimal bandwidthbandwidth functionbreak point detection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Uses Software

• SemiPar

Cites Work

• On image segmentation using information theoretic criteria
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• Multivariate adaptive regression splines
• Exact mean integrated squared error
• Variable bandwidth and local linear regression smoothers
• WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• Local Adaptivity of Kernel Estimates with Plug-in Local Bandwidth Selectors
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
• Semiparametric Regression
• On Variable Bandwidth Selection in Local Polynomial Regression
• On partial local smoothing rules for curve estimation
• Smooth Location-Dependent Bandwidth Selection for Local Polynomial Regression
• Spectral Properties of Banded Toeplitz Matrices
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