Abstract #301264

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JSM 2002 Abstract #301264
Activity Number: 177
Type: Contributed
Date/Time: Tuesday, August 13, 2002 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics*
Abstract - #301264
Title: A Change-point Estimator using Fourier Series Coefficients
Author(s): Jaehee Kim*+
Affiliation(s): Duksung Women's University
Address: 419 Ssangmun-Dong Tobong-Ku , Seoul, , 132-714, S.KOREA
Keywords: Change-point model ; Sample Fourier coefficients ; consistency
Abstract:

We propose a change-point estimator with left and right regressions, using the sample Fourier coefficients on the orthonormal bases when there is a change-point or break point in the underlying regression function. The asymptotic properties of the proposed change-point estimator are established. The limiting distribution and the consistency of the estimator are derived. And the simulation results are given to show the behavior of the estimator.

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