Discontinuous versus smooth regression
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- A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
- Approximation Theorems of Mathematical Statistics
- Asymptotically optimal difference-based estimation of variance in nonparametric regression
- Bandwidth choice for nonparametric regression
- Change point estimation using nonparametric regression
- Change-points in nonparametric regression analysis
- Estimation of a noisy discrete-time step function: Bayes and empirical Bayes approaches
- Hidden Markov chains and the analysis of genome structure
- Inference about the change-point in a sequence of random variables
- Jump and sharp cusp detection by wavelets
- Kernel-type estimators of jump points and values of a regression function
- Residual variance and residual pattern in nonlinear regression
- The minimum of an additive process with applications to signal estimation and storage theory
- The problem of the Nile: Conditional solution to a changepoint problem
- Two-stage change-point estimators in smooth regression models
Cited in
(28)- Testing for jumps in the presence of smooth changes in trends of nonstationary time series
- Nonparametric simultaneous testing for structural breaks
- Tests for continuity of regression functions
- Sequential data-adaptive bandwidth selection by cross-validation for nonparametric prediction
- Optimal variance estimation without estimating the mean function
- Testing discontinuities in nonparametric regression
- Bootstrap test for change-points in nonparametric regression
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Data-Driven Determination of the Number of Jumps in Regression Curves
- Optimal variance estimation based on lagged second-order difference in nonparametric regression
- Change-point analysis of time series with evolutionary spectra
- Change point estimation by local linear smoothing
- Central limit theorems for local empirical processes near boundaries of sets
- Hypothesis testing by convex optimization
- On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
- Equivariant variance estimation for multiple change-point model
- Jump detection in time series nonparametric regression models: a polynomial spline approach
- Differentiation of sets in measure
- Asymptotic confidence sets for the jump curve in bivariate regression problems
- Variance estimation in nonparametric regression with jump discontinuities
- Interval and band estimation for curves with jumps
- Asymptotics of M-estimators in two-phase linear regression models.
- Smooth change point estimation in regression models with random design
- Consistent selection of the number of change-points via sample-splitting
- Jump estimation in inverse regression
- Consistencies and rates of convergence of jump-penalized least squares estimators
- Statistical methods for DNA sequence segmentation
- Mean estimation in the presence of change points
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