Jump Detection in Regression Surfaces
Jump Detection in Regression Surfaces
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DOI:
10.1080/10618600.1997.10474746
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发表时间:
1997-09
影响因子:
2.4
通讯作者:
P. Qiu;B. Yandell
中科院分区:
文献类型:
--
作者:
P. Qiu;B. Yandell
Abstract We consider the problem of locating jumps in regression surfaces. A jump detection algorithm is suggested based on local least squares estimation. This method requires O(Nk) computations, where N is the sample size and k is the window width of the neighborhood. This property makes it possible to handle large data sets. The conditions imposed on the jump location curves, the jump surfaces, and the noise are mild. We demonstrate this method in detail with some numerical examples.