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Activity Number: 204
Type: Contributed
Date/Time: Monday, July 30, 2007 : 2:00 PM to 3:50 PM
Sponsor: Section on Quality and Productivity
Abstract - #309834
Title: Change Point Detection Using Nonparametric Estimation of Profiles in Small Sample Setting
Author(s): Kathryn Prewitt*+ and Shilpa Gupta
Companies: Arizona State University and Arizona State University
Address: Math and Statistics Dept, Tempe, AZ, 85287,
Keywords: local linear ; nonparametric ; changepoint
Abstract:

We use local linear nonparametric curve estimation to estimate the profiles where the number of observations per profile is small. Integrated squared error is used to compare the curves and the joint distribution is determined by simulation under the normal error assumption. If time permits, comparison with parametric methods is discussed along with a data example.

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Revised September, 2007