Robust Estimators for Estimating Discontinuous Functions

C. H. Müller ()
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C. H. Müller: Carl von Ossietzky University Oldenburg

A chapter in Developments in Robust Statistics, 2003, pp 266-276 from Springer

Abstract: Summary We study the asymptotic behavior of a wide class of kernel estimators for estimating an unknown regression function. In particular we derive the asymptotic behavior at discontinuity points of the regression function. It turns out that some kernel estimators based on outlier robust estimators are consistent at jumps.

Keywords: Robust estimators; Nonparametric regression; Discontinuous functions; Asymptotic behavior (search for similar items in EconPapers)
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-57338-5_23

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DOI: 10.1007/978-3-642-57338-5_23

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