Discontinuity Detection in Regression Surfaces

by

Peihua Qiu, OH St U Columbus, & Brian S. Yandell, U WI Madison Statistics

Contributed Paper Session, Joint Statistical Meetings, Chicago, IL.

We consider the problem of locating jumps in regression surfaces. A jump detection algorithm is suggested based on local least squares estimation. This method requires $O(Nk)$ computations, where $N$ is the sample size and $k$ is the window width of the neighborhood. This property makes it possible to handle large data sets. The conditions imposed on the jump location curves, the jump surfaces and the noise are mild.

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