Interval and band estimation for curves with jumps

DOI10.1239/jap/1082552191zbMath1049.62052OpenAlexW2167351355MaRDI QIDQ4822452

Alois Kneip, Hall, Peter, Irène Gijbels

Publication date: 25 October 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/de15e890c3ebbabd344f6f99134e9bc4790c7be2

zbMATH Keywords

bootstrapbandwidthkernel methodcurve estimationnonparametric regressiondiscontinuitychange point, confidence interval

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items

When copulas and smoothing met: an interview with Irène Gijbels, Change-point in stochastic design regression and the bootstrap, Adaptive estimation of the threshold point in threshold regression, Asymptotic confidence sets for the jump curve in bivariate regression problems, Measuring timeliness of annual reports filing by jump additive models, Bootstrap bandwidth selection in time-varying coefficient models with jumps, Change point estimation by local linear smoothing

Uses Software

• KernSmooth

Cites Work

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