%0 Journal Article
%T Detection and applications of structural breaks of mean function in nonparametric regression models<br>非参数回归模型均值函数结构变点的检测与应用
%A TIAN Zheng
%A ZHAO Chun-hui
%A CHEN Zhan-shou
%A <br>田铮
%A 赵春辉
%A 陈占寿
%J 控制理论与应用
%D 2011
%I 
%X The detection of parametric change is transformed into the detection of structural breaks of mean function in the nonparametric models. For the residual cumulative sum(CUSUM) test becomes invalid when the long rang average of jump of the mean function is zero, a new statistic is built based on the kernel estimation of the mean function, and the limiting distributions of null hypothesis and alternative hypothesis are obtained. A Bootstrap procedure is proposed and the consistency of the test is also proved. Finally, simulation and real data analysis are performed to investigate the finite sample properties of our approach. Results show that our method is more powerful than methods proposed in reference.
%K nonparametric model
%K mean function
%K structural break
%K kernel estimation
%K Bootstrap test<br>非参数模型
%K 均值函数
%K 结构变点
%K 核估计
%K Bootstrap检验.
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=970898A57DFC021F93AB51667BAED7F7&aid=67D808A87F7D1826ECAABF13EAA2A8F5&yid=9377ED8094509821&vid=D3E34374A0D77D7F&iid=38B194292C032A66&sid=381FB4265090A8E0&eid=FA88DCCE84EA0A56&journal_id=1000-8152&journal_name=控制理论与应用&referenced_num=0&reference_num=14