The wavelet identification for jump points of derivative in regression model | |
Luan, YH ; Xie, ZJ | |
2001 | |
关键词 | wavelets scale function derivative stationary jump NONPARAMETRIC REGRESSION ESTIMATORS |
英文摘要 | A method is proposed to detect the number, locations and heights of jump points of the derivative in the regressive model n(i) = f(xi (i)) + epsilon (i), by checking if the empirical indirect wavelet coefficients of data have significantly large absolute values across fine scale levels. The consistency of the estimators is established and practical implementation is discussed. Some simulation examples are given to test our method. (C) 2001 Elsevier Science B.V. All rights reserved.; Statistics & Probability; SCI(E); 5; ARTICLE; 2; 167-180; 53 |
语种 | 英语 |
出处 | SCI |
出版者 | statistics probability letters |
内容类型 | 其他 |
源URL | [http://hdl.handle.net/20.500.11897/247307] ![]() |
专题 | 数学科学学院 |
推荐引用方式 GB/T 7714 | Luan, YH,Xie, ZJ. The wavelet identification for jump points of derivative in regression model. 2001-01-01. |
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