Nonparametric estimation of a discontinuity in regression

DOI10.1111/1467-9574.00196zbMath1076.62520OpenAlexW1979200279MaRDI QIDQ4469558

Winfried Stute, Astrid Dempfle

Publication date: 15 June 2004

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.00196

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (13)

Asymmetric cusp estimation in regression models ⋮ Checking default correlation and score correlation in a breakpoint model for rating classification ⋮ Change-point estimation under adaptive sampling ⋮ Change Point Estimation in Regression Models with Fixed Design ⋮ A change-point problem in relative error-based regression ⋮ Change-point in stochastic design regression and the bootstrap ⋮ Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models ⋮ Confidence sets for split points in decision trees ⋮ Estimation of a Threshold-Value in the Context of Air Pollution and Health ⋮ Argmax-stable marked empirical processes ⋮ Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model ⋮ A continuous mapping theorem for the argmax‐functional in the non‐unique case ⋮ Smooth change point estimation in regression models with random design

Cites Work

• Unnamed Item
• Convergence of changepoint estimators
• Change point estimation using nonparametric regression
• Two-stage change-point estimators in smooth regression models
• On the estimation of jump points in smooth curves

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