본문 바로가기
HOME> 논문 > 논문 검색상세

논문 상세정보

Journal of the Korean Statistical Society v.33 no.1, 2004년, pp.59 - 78   피인용횟수: 2

NONPARAMETRIC DISCONTINUITY POINT ESTIMATION IN GENERALIZED LINEAR MODEL

Huh, Jib   (Department of Statistics, Duksung Women's UniversityUU0000446  );
  • 초록

    A regression function in generalized linear model may have a discontinuity/change point at unknown location. In order to estimate the location of the discontinuity point and its jump size, the strategy is to use a nonparametric approach based on one-sided kernel weighted local-likelihood functions. Weak convergences of the proposed estimators are established. The finite-sample performances of the proposed estimators with practical aspects are illustrated by simulated examples.


  • 주제어

    Jump size .   kernel smoothing .   one-sided kernel .   rate of convergence .   weak convergence.  

  • 참고문헌 (18)

    1. A law of the logarithm for kernel density estimators , Stute,W. , The Annals of Probability / v.10,pp.414-422,
    2. Jump and sharp cusp detection by wavelets , Wang,Y. , Biometrika / v.82,pp.385-397,
    3. Smoothing with split linear fits , McDonald,J.A.;Owen,A.B. , Technometrics / v.28,pp.195-208,
    4. Spline estimation of discontinuous regression functions , Koo,J.Y. , Journal of Computational and Graphical Statistics / v.6,pp.266-284,
    5. The minimum of an additive process with applications to signal estimation and storage theory , Bhattacharya,P.K.;Brockwell,P.J. , Zeitschrift fur Wahrscheinlichkeitstheorie und Verwandte Gebiets / v.37,pp.51-75,
    6. Minimax estimation of sharp change points , Raimondo,M. , The Annals of Statistics / v.26,pp.1379-1397,
    7. One-sided cross-validation , Hart,J.D.;Yi,S. , Journal of the American Statistical Association / v.93,pp.620-631,
    8. Estimation of regression functions withe discontinuity in a derivative with local polynomial fits , Huh,J.;Carriere,K.C. , Statistics & Probability Letters / v.56,pp.329-343,
    9. McCullagh,P.;Nelder,J.A. , Generalized Linear Models(2nd ed.) / v.,pp.,
    10. Detection of the number, locations and magnitudes of jumps , Yin,Y.Q. , Communications in Statistics-Stochastic Models / v.4,pp.445-455,
    11. Local polynomial kernel regression for generalized linear models and quasi-likelihood functions , Fan,J.;Heckman,N.E.;Wand,M.P. , Journal of the American Statistical Association / v.90,pp.141-150,
    12. Change-points in nonparametric regression analysis , Muller,H.G. , The Annals of Statistics / v.20,pp.737-761,
    13. Kernel-type estimators of jump points and values of a regression function , Wu,J.S.;Chu,C.K. , The Annals of Statistics / v.21,pp.1545-1566,
    14. Green,P.J.;Silverman,B.W. , Nonparametric Regression and Generalized Linear Models / v.,pp.,
    15. Billingsley,P. , Convergence of Probability Measures / v.,pp.,
    16. Edge-preserving and peak-preserving smoothing , Hall,P.;Titterington,D.M. , Technometrics / v.34,pp.429-440,
    17. A local polynomial jump detection algorithm in nonparametric regression , Qiu,P.;Yandell,B. , Technometrics / v.40,pp.142-152,
    18. Change point estimation using nonparametric regression , Loader,C.R. , The Annals of Statistics / v.24,pp.1667-1678,
  • 이 논문을 인용한 문헌 (2)

    1. Huh, Jib 2010. "Estimation of the number of discontinuity points based on likelihood" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지, 21(1): 51~59     
    2. 2012. "" 한국통계학회 논문집 = Communications of the Korean Statistical Society, 19(4): 547~558     

 저자의 다른 논문

  • Huh, Jib (14)

    1. 2003 "Detection of Change-Points by Local Linear Regression Fit;" 한국통계학회 논문집 = Communications of the Korean Statistical Society 10 (1): 31~38    
    2. 2003 "A Study on Kernel Type Discontinuity Point Estimations" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 14 (4): 929~937    
    3. 2005 "Nonparametric Detection of a Discontinuity Point in the Variance Function with the Second Moment Function" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 16 (3): 591~601    
    4. 2006 "Testing the Existence of a Discontinuity Point in the Variance Function" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 17 (3): 707~716    
    5. 2007 "Nonparametric detection algorithm of discontinuity points in the variance function" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 18 (3): 669~678    
    6. 2009 "가능도함수를 이용한 로그분산함수의 불연속점 검정" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 20 (1): 1~9    
    7. 2010 "가능도함수를 이용한 불연속점 수의 추정" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 21 (1): 51~59    
    8. 2012 "확률밀도함수의 불연속점 추정을 위한 띠폭 선택" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 23 (1): 79~87    
    9. 2012 "교차타당성을 이용한 확률밀도함수의 불연속점 추정의 띠폭 선택" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 23 (4): 765~775    
    10. 2014 "불연속 로그분산함수의 커널추정량들의 비교 연구" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 25 (1): 87~95    

 활용도 분석

  • 상세보기

    amChart 영역
  • 원문보기

    amChart 영역

원문보기

무료다운로드
  • NDSL :
유료다운로드

유료 다운로드의 경우 해당 사이트의 정책에 따라 신규 회원가입, 로그인, 유료 구매 등이 필요할 수 있습니다. 해당 사이트에서 발생하는 귀하의 모든 정보활동은 NDSL의 서비스 정책과 무관합니다.

원문복사신청을 하시면, 일부 해외 인쇄학술지의 경우 외국학술지지원센터(FRIC)에서
무료 원문복사 서비스를 제공합니다.

NDSL에서는 해당 원문을 복사서비스하고 있습니다. 위의 원문복사신청 또는 장바구니 담기를 통하여 원문복사서비스 이용이 가능합니다.

이 논문과 함께 출판된 논문 + 더보기