Detection of jump location curve in spatial linear regression model with two-dimensional threshold

ABSTRACT

In the context of spatial linear regression, we discuss detection of jump location curve treated as threshold curve which cannot be expressed by independent variables but indirectly determines two specific model forms. The threshold curve in this paper is described by a straight line with two location variables, longitude and latitude, and can be estimated by maximizing the coefficient difference between two one-sided linear regression models. Theoretical results show that the estimator is consistent. Our method performs well by numerical studies.

KEYWORDS:

• Jump detection
• Spatial linear regression model
• Two-dimensional threshold.

MATHEMATICS SUBJECT CLASSIFICATION:

• 91D25
• 93E10