Tests for continuity of regression functions

DOI10.1016/j.jspi.2006.06.007zbMath1104.62037OpenAlexW2051462728MaRDI QIDQ866619

Gerard Gregoire, Jaromír Antoch, Marie Hušková

Publication date: 14 February 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.06.007

zbMATH Keywords

local linear estimatorslimit propertiesnon-smooth regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Functional limit theorems; invariance principles (60F17)

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Cites Work

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• Kernel-type estimators of jump points and values of a regression function
• Limit theorems for rank statistics
• Two-stage change-point estimators in smooth regression models
• Nonparametric smoothing and lack-of-fit tests
• Discontinuous versus smooth regression
• Change point estimation by local linear smoothing
• Permutation tests. A practical guide to resampling methods for testing hypotheses.
• On the maximal deviation of the kernel regression function estimate
• Change-Point Detection With Non-Parametric Regression
• Permutation tests in change point analysis
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