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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 鄭明燕(Ming-Yen Cheng) | |
| dc.contributor.author | Kuang-Chen Hsiao | en |
| dc.contributor.author | 蕭光呈 | zh_TW |
| dc.date.accessioned | 2021-06-13T16:37:42Z | - |
| dc.date.available | 2005-07-11 | |
| dc.date.copyright | 2005-07-11 | |
| dc.date.issued | 2005 | |
| dc.date.submitted | 2005-07-06 | |
| dc.identifier.citation | Hinkley, D.V. (1970). Inference about a change point in a sequence of random variables. Biometrika 57 41-58.
J.Fan and I.Gijbels. (1996). Local Polynomial Modelling and Its Applications. Chapman&Hall, London. Loader, C.R. (1994). Change point estimation using nonparametric regression. AT&T Bell Laboratories. Müller, H.G. (1992). Change-points in nonparametric regression analysis. The Annals of Statistics 20 737-761. Nason, G.P.and Silverman, B.W. (1994). The discrete wavelet transform in S. J.Comput.Graph.Statist. 3 163-191. Park, C.W., and Kim, W.C. (2004). Estimation of a regression function with a sharp change point using boundary wavelets. Statistics and Probability Letters. 66 435-448. Qiu, P. (1991). Estimation of a kind of jump regression functions. System Science and Mathematical Sciences 4 1-13. Qiu, P. (1994). Estimation of the number of jumps of the jump regression functions. Communications in Statistics-Theory and Methods 23 2141-2155. Qiu, P., Asano, Chi., and Li, X. (1991). Estimation of jump regression functions. Bulletin of Informatics and Cybernetics 24 197-212. Qiu, P., and Yandell, B. (1998). A local polynomial jump detection algorithm in nonparametric regression. Technometrics 40(2) 141-152. Qiu, P. (2003). A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation. Journal of Nonparametric Statistics 15 437-453. Raimondo, M. (1998). Minimax estimation of sharp change points. The Annals of Statistics 26 1379-1397. Simonoff, J.S. (1996). Smoothing Methods in Statistics. Springer-Verlag, New York. Wang, Y. (1995). Jump and sharp cusp detection by wavelets. Biometrika 82 385-397. Wu, J.S., and Chu, C.K. (1993). Kernel type estimators of jump points and values of a regression function. The Annals of Statistics 21 1545-1566. Yin, Y.Q. (1988). Detecting of the number, locations and magnitudes of jumps. Communications in Statistics-Stochastic Models 4 445-455. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/38569 | - |
| dc.description.abstract | Local polynomial fitting has been known as a powerful
nonparametric regression method when dealing with correlated data and when trying to find implicit connections between variables. This method relaxes assumptions on the form of the regression function under investigation. Nevertheless, when we try fitting a regression curve with precipitous changes using general local polynomial method, the fitted curve is oversmoothed near points where the true regression function has sharp features. Since local polynomial modelling is fitting a 'polynomial', a continuous and smooth function, to the regression function at each point of estimation, such drawback is intrinsic. Here, we suggest a modified estimator of the conventional local polynomial method. Asymptotic mean squared error is derived. Several numerical results are also presented. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-13T16:37:42Z (GMT). No. of bitstreams: 1 ntu-94-R92221015-1.pdf: 375716 bytes, checksum: 176635fa8fd9954b4016036e79d650c4 (MD5) Previous issue date: 2005 | en |
| dc.description.tableofcontents | Introduction.............................................1
Overview of Several Existing Methods.....................2 Müller (1992). Two one-sided kernel type estimators......3 Qiu and Yandell (1998). Jump detection procedure.........4 Qiu (2003). Jump-preserving estimator....................5 Methodology..............................................6 Derivation of the jump-preserving estimator..............6 Assumptions..............................................6 Notations................................................7 Jump-preserving estimator................................8 Theoretical results......................................9 Numerical Study..........................................12 Discussion...............................................13 References...............................................23 | |
| dc.language.iso | en | |
| dc.subject | 迴歸函數 | zh_TW |
| dc.subject | 無母數 | zh_TW |
| dc.subject | 不連續點 | zh_TW |
| dc.subject | 尖點 | zh_TW |
| dc.subject | 導函數不連續 | zh_TW |
| dc.subject | discontinuity | en |
| dc.subject | regression function | en |
| dc.subject | nonparametric | en |
| dc.subject | jump | en |
| dc.subject | cusp | en |
| dc.title | 導函數不連續型態迴歸函數之非參數估計 | zh_TW |
| dc.title | ON ESTIMATING REGRESSION FUNCTION WITH CHANGE POINTS | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 93-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 張淑惠(Shu-Hui Chang),鄭少為(Shao-Wei Cheng) | |
| dc.subject.keyword | 不連續點,迴歸函數,無母數,尖點,導函數不連續, | zh_TW |
| dc.subject.keyword | jump,regression function,nonparametric,cusp,discontinuity, | en |
| dc.relation.page | 24 | |
| dc.rights.note | 有償授權 | |
| dc.date.accepted | 2005-07-06 | |
| dc.contributor.author-college | 理學院 | zh_TW |
| dc.contributor.author-dept | 數學研究所 | zh_TW |
| 顯示於系所單位： | 數學系 | |
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