Skip navigation
Skip navigation

On the estimation of jump points in smooth curves

Hall, Peter; Gijbels, I; Kneip, Alois


Two-step methods are suggested for obtaining optimal performance in the problem of estimating jump points in smooth curves. The first step is based on a kernel-type diagnostic, and the second on local least-squares. In the case of a sample of size n the exact convergence rate is n-1, rather than n-1+δ (for some δ > 0) in the context of recent one-step methods based purely on kernels, or n-1(log n)1+δ for recent techniques based on wavelets. Relatively mild assumptions are required of the error...[Show more]

CollectionsANU Research Publications
Date published: 1999
Type: Journal article
Source: Annals of the Institute of Statistical Mathematics


File Description SizeFormat Image
01_Hall_On_the_estimation_of_jump_1999.pdf831.78 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  20 July 2017/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator