Statistics and Computing

, Volume 16, Issue 4, pp 377–390

Detecting discontinuities in nonparametric regression curves and surfaces

Article

DOI: 10.1007/s11222-006-9618-y

Cite this article as:
Bowman, A.W., Pope, A. & Ismail, B. Stat Comput (2006) 16: 377. doi:10.1007/s11222-006-9618-y

Abstract

The existence of a discontinuity in a regression function can be inferred by comparing regression estimates based on the data lying on different sides of a point of interest. This idea has been used in earlier research by Hall and Titterington (1992), Müller (1992) and later authors. The use of nonparametric regression allows this to be done without assuming linear or other parametric forms for the continuous part of the underlying regression function. The focus of the present paper is on assessing the evidence for the presence of a discontinuity within a regression function through examination of the standardised differences of ‘left’ and ‘right’ estimators at a variety of covariate values. The calculations for the test are carried out through distributional results on quadratic forms. A graphical method in the form of a reference band to highlight the sources of the evidence for discontinuities is proposed. The methods are also developed for the two covariate case where there are additional issues associated with the presence of a jump location curve. Methods for estimating this curve are also developed. All the techniques, for the one and two covariate situations, are illustrated through applications.

Keywords

Break pointDiscontinuityJump location curveLocal linearNonparametric regressionQuadratic forms

Copyright information

© Springer Science + Business Media, LLC 2006

Authors and Affiliations

  1. 1.Department of StatisticsUniversity of GlasgowGlasgowUK
  2. 2.SydneyAustralia
  3. 3.Department of StatisticsMangalore UniversityMangaloreIndia