Detection of a change point based on local-likelihood |
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Authors: | Jib Huh |
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Institution: | Department of Statistics, Duksung Women’s University, Seoul 132-714, Republic of Korea |
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Abstract: | In this paper, we consider the regression function or its νth derivative in generalized linear models which may have a change/discontinuity point at an unknown location. The location and its jump size are estimated with the local polynomial fits based on one-sided kernel weighted local-likelihood functions. Asymptotic distributions of the proposed estimators of location and jump size are established. The finite-sample performances of the proposed estimators with practical aspects are illustrated by simulated and beetle mortality examples. |
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Keywords: | 62G08 62G20 62J12 |
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