Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise

Irène Gijbels (), Alexandre Lambert () and Peihua Qiu ()

Annals of the Institute of Statistical Mathematics, 2007, vol. 59, issue 2, pages 235-272

Keywords: Consistency; Jump-preserving estimation; Local linear fit; Nonparametric regression; Smoothing; Weighted residual mean square (search for similar items in EconPapers)
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