| 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 |
| Metadata |
XML |
| Repository |
Universiteit van Tilburg |