Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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NONPARAMETRIC DISCONTINUITY POINT ESTIMATION IN GENERALIZED LINEAR MODEL

  • Huh, Jib (Department of Statistics, Duksung Women's University)
  • Published : 2004.03.01
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Abstract

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.

Keywords

References

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