Estimation of a jump point in random design regression (Q900565): Difference between revisions

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+On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation
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+Nonparametric change-point estimation
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+Curve Fitting Under Jump and Peak Irregularities Using Local Linear Regression
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+The uniform convergence of the nadaraya‐watson regression function estimate
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+The uniform convergence of nearest neighbor regression function estimators and their application in optimization
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+On the strong universal consistency of nearest neighbor regression function estimates
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+An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate
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+Bootstrap test for change-points in nonparametric regression
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+Data-Driven Discontinuity Detection in Derivatives of a Regression Function
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+On the estimation of jump points in smooth curves
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+Jump-preserving regression and smoothing using local linear fitting: a compromise
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+A distribution-free theory of nonparametric regression
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+Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
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+Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments
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+Nonparametric inference on jump regression surface
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+Nonparametric regression estimation using penalized least squares
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+Estimation of the essential supremum of a regression function
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+Change-point problems: bibliography and review
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+Nonparametric estimation via empirical risk minimization
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+A jump-detecting procedure based on spline estimation
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+Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method
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+Consistent nonparametric regression. Discussion
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+Optimal global rates of convergence for nonparametric regression
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+Q5510038
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+Kernel-type estimators of jump points and values of a regression function
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+Exponential bounds of mean error for the nearest neighbor estimates of regression functions
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