Discontinuities in robust nonparametric regression with α-mixing dependence

DOI10.1080/10485252.2017.1303061zbMath1369.62072OpenAlexW2595434565MaRDI QIDQ5266573

Marie Hušková, Matúš Maciak

Publication date: 16 June 2017

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

Full work available at URL: https://doi.org/10.1080/10485252.2017.1303061

zbMATH Keywords

change pointsrobust nonparametric regressionmoving blocks bootstrap\(\alpha\)-mixing dependencelocal polynomial M-smoothersdiscontinuity in regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items

Change point detection for nonparametric regression under strongly mixing process, Changepoint detection by the quantile Lasso method

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