Nonparametric estimation of a discontinuity in regression

Astrid Dempfle and Winfried Stute

Statistica Neerlandica, 2002, vol. 56, issue 2, 233-242

Abstract: We propose and study a new method to nonparametrically estimate a discontinuity of a regression function. The optimal rate of convergence n−1 is obtained under minimal assumptions. No smoothing is required.

Date: 2002
References: View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
https://doi.org/10.1111/1467-9574.00196

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:56:y:2002:i:2:p:233-242

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0039-0402

Access Statistics for this article

Statistica Neerlandica is currently edited by Miroslav Ristic, Marijtje van Duijn and Nan van Geloven

More articles in Statistica Neerlandica from Netherlands Society for Statistics and Operations Research
Bibliographic data for series maintained by Wiley Content Delivery ().