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Interval and band estimation for curves with jumps

Gijbels, Irene; Hall, Peter; Kneip, Alois

Description

Jump points in curves arise when the conditions under which data are generated change suddenly, for example because of an unplanned change in a treatment. This paper suggests bootstrap methods for quantifying the error in estimates of jump points, and for constructing confidence intervals for jump points and confidence bands for the curve. These problems have the unusual feature that the sampling error of the jump-point estimator often has a highly non-normal distribution, which depends...[Show more]

CollectionsANU Research Publications
Date published: 2004
Type: Journal article
URI: http://hdl.handle.net/1885/81626
Source: Journal of Applied Probability

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