JUMP DETECTION IN REGRESSION SURFACES

Authors
QIU PH YANDELL B
Citation
Ph. Qiu et B. Yandell, JUMP DETECTION IN REGRESSION SURFACES, Journal of computational and graphical statistics, 6(3), 1997, pp. 332-354
Citations number
44
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of computational and graphical statistics → ACNP
ISSN journal
10618600
Volume
6
Issue
3
Year of publication
1997
Pages
332 - 354
Database
ISI
SICI code
1061-8600(1997)6:3<332:JDIRS>2.0.ZU;2-E
Abstract
We consider the problem of locating jumps in regression surfaces. A ju mp detection algorithm is suggested based on local least squares estim ation, This method requires O(Nk) computations, where N is the sample size and k is the window width of the neighborhood. This property make s it possible to handle large data sets, The conditions imposed on the jump location curves, the jump surfaces. and the noise are mild. We d emonstrate this method in detail with some numerical examples.