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Journal of Nonparametric Statistics Volume 15, 2003 - Issue 4-5
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Original Articles

A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation

Peihua QiuCorrespondence[email protected]
Pages 437-453 | Received 01 Nov 2001, Accepted 01 Feb 2003, Published online: 10 Oct 2011

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Qianyi Li, Jianbo Li, Yongran Cheng & Riquan Zhang. (2023) Curve fitting and jump detection on nonparametric regression with missing data. Journal of Applied Statistics 50:4, pages 963-983.
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Guo-Xiang Liu, Meng-Meng Wang, Xiu-Li Du, Jin-Guan Lin & Qi-Bing Gao. (2018) Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function. Communications in Statistics - Theory and Methods 47:23, pages 5729-5749.
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Guoxiang Liu, Xiuli Du, Mengmeng Wang, Jinguan Lin & Qibing Gao. (2018) Semiparametric jump-preserving estimation for single-index models. Journal of Nonparametric Statistics 30:3, pages 556-580.
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Peihua Qiu. (2018) Jump regression, image processing, and quality control. Quality Engineering 30:1, pages 137-153.
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Jib Huh. (2016) Estimation of a change point in the variance function based on the χ-distribution. Communications in Statistics - Theory and Methods 45:17, pages 4937-4968.
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Isabel Casas & Irene Gijbels. (2012) Unstable volatility: the break-preserving local linear estimator. Journal of Nonparametric Statistics 24:4, pages 883-904.
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L. Desmet & I. Gijbels. (2011) Curve Fitting Under Jump and Peak Irregularities Using Local Linear Regression. Communications in Statistics - Theory and Methods 40:22, pages 4001-4020.
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Shujie Ma & Lijian Yang. (2011) A jump-detecting procedure based on spline estimation. Journal of Nonparametric Statistics 23:1, pages 67-81.
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Jong-Hoon Joo & Peihua Qiu. (2009) Jump Detection in a Regression Curve and Its Derivative. Technometrics 51:3, pages 289-305.
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M. Rueda, I. Sánchez-Borrego & A. González. (2008) A new method for solving the problem of the mean estimation when the underlying regression function is discontinuous. International Journal of Computer Mathematics 85:7, pages 1073-1082.
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Michael Last. (2008) Change Point Estimation with Independent Observations and Piece-Wise Continuous Variance Function. Communications in Statistics - Theory and Methods 37:5, pages 722-736.
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Articles from other publishers (30)

Youngseon Lee, Seongil Jo & Jaeyong Lee. (2022) A variational inference for the Lévy adaptive regression with multiple kernels. Computational Statistics 37:5, pages 2493-2515.
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Yicheng Kang, Yueyong Shi, Yuling Jiao, Wendong Li & Dongdong Xiang. (2021) Fitting jump additive models. Computational Statistics & Data Analysis 162, pages 107266.
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Zhong-Cheng Han, Jin-Guan Lin & Yan-Yong Zhao. (2020) Adaptive semiparametric estimation for single index models with jumps. Computational Statistics & Data Analysis 151, pages 107013.
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Youngseon Lee, Shuhei Mano & Jaeyong Lee. (2020) Bayesian curve fitting for discontinuous functions using an overcomplete system with multiple kernels. Journal of the Korean Statistical Society 49:2, pages 516-536.
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Holger Dette & Weichi Wu. (2019) Detecting relevant changes in the mean of nonstationary processes—A mass excess approach. The Annals of Statistics 47:6.
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Yan-Yong Zhao & Jin-Guan Lin. (2019) Estimation and test of jump discontinuities in varying coefficient models with empirical applications. Computational Statistics & Data Analysis 139, pages 145-163.
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Yicheng Kang, Xiaodong Gong, Jiti Gao & Peihua Qiu. (2019) Errors‐in‐variables jump regression using local clustering. Statistics in Medicine.
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Yan-Yong Zhao, Jin-Guan Lin, Hong-Xia Wang & Xing-Fang Huang. (2017) Jump-detection-based estimation in time-varying coefficient models and empirical applications. TEST 26:3, pages 574-599.
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Yan-Yong Zhao, Jin-Guan Lin, Xing-Fang Huang & Hong-Xia Wang. (2016) Adaptive jump-preserving estimates in varying-coefficient models. Journal of Multivariate Analysis 149, pages 65-80.
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Philipp Arbenz & William Guevara-Alarcón. (2016) Risk measure preserving piecewise linear approximation of empirical distributions. European Actuarial Journal 6:1, pages 113-148.
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怡然 李. (2015) A Jump-Preserving Curve Regression Procedure Based on Bilateral Kernel Estimation. Statistical and Application 04:04, pages 335-347.
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Thomas Meinl & Edward W. Sun. 2015. Handbook of Financial Econometrics and Statistics. Handbook of Financial Econometrics and Statistics 519 538 .
Yujiao Yang & Qiongxia Song. (2013) Jump detection in time series nonparametric regression models: a polynomial spline approach. Annals of the Institute of Statistical Mathematics 66:2, pages 325-344.
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Jib Huh. (2012) Nonparametric estimation of the regression function having a change point in generalized linear models. Statistics & Probability Letters 82:4, pages 843-851.
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Edward W. Sun & Thomas Meinl. (2012) A new wavelet-based denoising algorithm for high-frequency financial data mining. European Journal of Operational Research 217:3, pages 589-599.
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Shohei Tateishi & Sadanori Konishi. (2010) Nonlinear regression modeling and detecting change points via the relevance vector machine. Computational Statistics 26:3, pages 477-490.
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Xingfang Huang & Peihua Qiu. (2010) Blind Deconvolution for Jump-Preserving Curve Estimation. Mathematical Problems in Engineering 2010, pages 1-9.
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Dong-Ryeon Park. (2009) Bandwidth Selection for Local Smoothing Jump Detector. Communications for Statistical Applications and Methods 16:6, pages 1047-1054.
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Peihua Qiu. (2008) Jump-preserving surface reconstruction from noisy data. Annals of the Institute of Statistical Mathematics 61:3, pages 715-751.
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Lieven Desmet & Irène Gijbels. (2009) Local linear fitting and improved estimation near peaks. Canadian Journal of Statistics 37:3, pages 453-475.
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Dong-Ryeon Park. (2009) Comparison of Jump-Preserving Smoothing and Smoothing Based on Jump Detector. Communications for Statistical Applications and Methods 16:3, pages 519-528.
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Li-Shan Huang & Jianwei Chen. (2008) Analysis of variance, coefficient of determination and F-test for local polynomial regression. The Annals of Statistics 36:5.
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Irène Gijbels. (2008) Smoothing and preservation of irregularities using local linear fitting. Applications of Mathematics 53:3, pages 177-194.
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Wei Biao Wu & Zhibiao Zhao. (2007) Inference of Trends in Time Series. Journal of the Royal Statistical Society Series B: Statistical Methodology 69:3, pages 391-410.
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Irène Gijbels, Alexandre Lambert & Peihua Qiu. (2006) Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise. Annals of the Institute of Statistical Mathematics 59:2, pages 235-272.
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Jung-Huei Lin, Tzu-Kuei Chang & Chih-Kang Chu. (2006) ON STUDY OF A MODIFIED LOCAL CONSTANT $M$-SMOOTHER. Taiwanese Journal of Mathematics 10:6.
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I. R. Sánchez-Borrego, M. D. Martínez-Miranda & A. González-Carmona. (2006) Local linear kernel estimation of the discontinuous regression function. Computational Statistics 21:3-4, pages 557-569.
Crossref
I. Gijbels. 2003. Recent Advances and Trends in Nonparametric Statistics. Recent Advances and Trends in Nonparametric Statistics 183 201 .
Yicheng Kang, Jiti Gao & Peihua Qiu. (2016) Error-in-Variables Jump Regression Using Local Clustering. SSRN Electronic Journal.
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Isabel Casas & Irene Gijbels. (2009) Unstable Volatility Functions: The Break Preserving Local Linear Estimator. SSRN Electronic Journal.
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