Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice

DOI10.1214/aos/1024691246zbMath0934.62037OpenAlexW1998695078MaRDI QIDQ1807122

Vladimir Spokoiny

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691246

zbMATH Keywords

nonparametric regressionlocal structurechange-pointslocal polynomial fitpointwise adaptive estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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