Author ORCID Identifier
Year of Publication
Doctor of Philosophy (PhD)
Arts and Sciences
Dr. Richard Charnigo
Firstly, we reviewed some popular nonparameteric regression methods during the past several decades. Then we extended the compound estimation (Charnigo and Srinivasan ) to adapt random design points and heteroskedasticity and proposed a modified Cp criteria for tuning parameter selection. Moreover, we developed a DCp criteria for tuning paramter selection problem in general nonparametric derivative estimation. This extends GCp criteria in Charnigo, Hall and Srinivasan  with random design points and heteroskedasticity. Next, we proposed a change point detection method via compound estimation for both fixed design and random design case, the adaptation of heteroskedasticity was considered for the method. Finally, we applied our change point detection method to a glucose level data set and identified the meal consumption time for five patients.
Digital Object Identifier (DOI)
Liu, Sisheng, "NONPARAMETRIC COMPOUND ESTIMATION, DERIVATIVE ESTIMATION, AND CHANGE POINT DETECTION" (2017). Theses and Dissertations--Statistics. 29.