Bootstrap test for change-points in nonparametric regression
(2004) International Conference on Recent Advances and Trends in NonParametric Statistics — Location: IRAKLION(Greece) (15.July.2002)
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- Abstract
- 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.
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Gijbels, I., & Goderniaux, A. (2004). Bootstrap test for change-points in nonparametric regression. Journal of Nonparametric Statistics, 16(3-4), 591-611. https://doi.org/10.1080/10485250310001626088 (Original work published 2004)