Nonparametric estimation of a discontinuity in regression

被引：16

作者：

Dempfle, A ^{[1
]}

Stute, W ^{[1
]}

机构：

[1] Univ Giessen, Math Inst, D-35392 Giessen, Germany

来源：

STATISTICA NEERLANDICA | 2002年 / 56卷 / 02期

关键词：

changepoint; regression; rate of convergence;

D O I：

10.1111/1467-9574.00196

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：233 / 242

页数：10

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