Bootstrap test for change-points in nonparametric regression
Bootstrap test for change-points in nonparametric regression
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DOI：
10.1080/10485250310001626088
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发表时间：
2004-06-01
影响因子：
1.2
通讯作者：
Goderniaux, AC
中科院分区：
文献类型：
--
作者：
Gijbels, I;Goderniaux, AC
本文的目的是检验回归函数本身或其一阶导数在某些（预先指定或未指定的）位置是否发生突变。该检验并不依赖渐近线，而是利用自举程序逼近检验统计量的样本分布。建议的检验方法涉及平滑参数的数据驱动选择。测试程序的性能通过模拟研究进行了评估。与 Hamrouni (1999) 和 Gregoire 与 Hamrouni (2002b) 的渐近检验以及 Muller 与 Stadtmuller (1999) 和 Dubowik 与 Stadtmuller (2000) 的渐近检验进行了比较。我们还在一些真实数据上演示了测试程序的使用。
The objective of this article is to test whether or not there is an abrupt change in the regression function itself or in its first derivative at certain (prespecified or not) locations. The test does not rely on asymptotics but approximates the sample distribution of the test statistic using a bootstrap procedure. The proposed testing method involves a data-driven choice of the smoothing parameters. The performance of the testing procedures is evaluated via a simulation study. Some comparison with an asymptotic test by Hamrouni (1999) and Gregoire and Hamrouni (2002b) and asymptotic tests by Muller and Stadtmuller (1999) and Dubowik and Stadtmuller (2000) is provided. We also demonstrate the use of the testing procedures on some real data.