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The Half-Half Plot (2009) Open access

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Titel The Half-Half Plot
Gepubliceerd in CentER Discussion Paper, Vol. 2009-77, p.1-24.
Auteur Einmahl, J.H.J.; Gantner, M.
Datum 2009
Trefwoord(en) Data analysis, functional central limit theorem, graphical methods, jump detection, nonparametric regression
Type working paper
Uitgever Tilburg University. Center for Economic Research
Samenvatting The Half-Half (HH) plot is a new graphical method to investigate qualitatively the shape of a regression curve. The empirical HH-plot counts observations in the lower and upper quarter of a strip that moves horizontally over the scatter plot. The plot displays jumps clearly and reveals further features of the regression curve. We prove a functional central limit theorem for the empirical HH-plot, with rate of convergence 1=p n. In a simulation study the good performance of the plot is demonstrated. The method is also applied to two case studies.
Publicatie http://dbiref.uvt.nl/iPort?request=full_record&db=wo&languag...
Persistent Identifier urn:nbn:nl:ui:12-3572800
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Repository Universiteit van Tilburg
Universiteit van Tilburg

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