Estimation of regression functions with a discontinuity in a derivative with local polynomial fits

DOI10.1016/S0167-7152(02)00017-2zbMath0998.62039MaRDI QIDQ1613008

Keumhee Chough Carrière, Jib Huh

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

change pointLp convergenceasymptotic minimax rate of convergence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items

Change point estimation in regression model with response missing at random, Nonparametric estimation of the regression function having a change point in generalized linear models, Detection of a change point based on local-likelihood, Optimal change-point estimation from indirect observations, Kink estimation with correlated noise, Change-point estimation from indirect observations. 1. Minimax complexity, Estimation of a change point in the variance function based on the χ²-distribution

Uses Software

• wavethresh

Cites Work

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