Change-Point Detection for General Nonparametric Regression Models
نویسندگان
چکیده
منابع مشابه
Change Point Estimation Using Nonparametric Regression
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...
متن کاملGeneral fuzzy piecewise regression analysis with automatic change-point detection
Yu et al. (Fuzzy Sets and Systems 105 (1999) 429) performed general piecewise necessity regression analysis based on linear programming (LP) to obtain the necessity area. Their method is the same as that according to data distribution, even if the data are irregular, practitioners must specify the number and the positions of change-points. However, as the sample size increases, the number of ch...
متن کاملSequential change point detection in linear quantile regression models
We develop a method for sequential detection of structural changes in linear quantile regression models. We establish the asymptotic properties of the proposed test statistic, and demonstrate the advantages of the proposed method over existing tests through simulation. © 2015 Elsevier B.V. All rights reserved.
متن کاملDynamic Frailty and Change Point Models for Recurrent Events Data
Abstract. We present a Bayesian analysis for recurrent events data using a nonhomogeneous mixed Poisson point process with a dynamic subject-specific frailty function and a dynamic baseline intensity func- tion. The dynamic subject-specific frailty employs a dynamic piecewise constant function with a known pre-specified grid and the baseline in- tensity uses an unknown grid for the piecewise ...
متن کاملNonlinear Nonparametric Regression Models
Almost all of the current nonparametric regression methods such as smoothing splines, generalized additive models and varying coefficients models assume a linear relationship when nonparametric functions are regarded as parameters. In this article, we propose a general class of nonlinear nonparametric models that allow nonparametric functions to act nonlinearly. They arise in many fields as eit...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Open Journal of Statistics
سال: 2013
ISSN: 2161-718X,2161-7198
DOI: 10.4236/ojs.2013.34030