Discontinuous versus smooth regression
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Publication:1807167
DOI10.1214/AOS/1018031113zbMATH Open0954.62052OpenAlexW1495736253MaRDI QIDQ1807167FDOQ1807167
Authors: Ulrich Stadtmüller, Hans-Georg Müller 
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/1018031113
Recommendations
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)
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- Hidden Markov chains and the analysis of genome structure
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
- Data-Driven Determination of the Number of Jumps in Regression Curves
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Change-point analysis of time series with evolutionary spectra
- Optimal variance estimation based on lagged second-order difference in nonparametric regression
- Change point estimation by local linear smoothing
- On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
- Central limit theorems for local empirical processes near boundaries of sets
- Hypothesis testing by convex optimization
- 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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