SiZer for jump detection
Chobok Kim, James Stephen Marron · Journal of nonparametric statistics · 2006
SiZer is an exploratory graphical method for finding structure in data. When the structure is a jump in the underlying curve, a ‘jump funnel’ is created in the SiZer map. The shape of this funnel is analyzed. The result is the basis of a proposed variation of SiZer that is specially tuned to finding jumps.