Estimation of a jump point in random design regression
Michael Kohler and
Adam Krzyżak
Statistics & Probability Letters, 2015, vol. 106, issue C, 247-255
Abstract:
Given an i.i.d. sample of an R×R-valued random vector (X,Y), we estimate the location and the size of the maximal jump of the piecewise continuous regression function m(x)=E{Y|X=x}. The proposed estimates are shown to converge almost surely to the maximal jump point under weak conditions.
Keywords: Jump point; Nonparametric regression; Strong consistency (search for similar items in EconPapers)
Date: 2015
References: Add references at CitEc
Citations:
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715215002424
Full text for ScienceDirect subscribers only
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:eee:stapro:v:106:y:2015:i:c:p:247-255
Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
DOI: 10.1016/j.spl.2015.07.009
Access Statistics for this article
Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul
More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).