On the estimation of jump points in smooth curves
Hall, Peter; Gijbels, I; Kneip, Alois
Description
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]
Collections | ANU Research Publications |
---|---|
Date published: | 1999 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/91495 |
Source: | Annals of the Institute of Statistical Mathematics |
Download
File | Description | Size | Format | Image |
---|---|---|---|---|
01_Hall_On_the_estimation_of_jump_1999.pdf | 831.78 kB | Adobe PDF | Request a copy |
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.
Updated: 17 November 2022/ Responsible Officer: University Librarian/ Page Contact: Library Systems & Web Coordinator