Nonparametric estimation of a discontinuity in regression

DOI10.1111/1467-9574.00196MaRDI QIDQ4469558zbMATH OpenOpenAlexFDO

Authors Astrid Dempfle, Winfried Stute

Publication date 15 June 2004

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9574.00196

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 639818 (Why is no real title available?)
• Change point estimation using nonparametric regression
• Convergence of changepoint estimators
• On the estimation of jump points in smooth curves
• Two-stage change-point estimators in smooth regression models

Cited in

(23)

• Minimax Estimation of a Discontinuity for the Density
• Discontinuous versus smooth regression
• Estimation of a Threshold-Value in the Context of Air Pollution and Health
• Change point estimation in regression models with fixed design
• Change-point estimation under adaptive sampling
• Testing discontinuities in nonparametric regression
• Confidence sets for split points in decision trees
• Checking default correlation and score correlation in a breakpoint model for rating classification
• A new method for solving the problem of the mean estimation when the underlying regression function is discontinuous
• Jump information criterion for statistical inference in estimating discontinuous curves
• Argmax-stable marked empirical processes
• Asymptotic tail bounds for the Dempfle-Stute estimator in general regression models
• A continuous mapping theorem for the argmax‐functional in the non‐unique case
• A change-point problem in relative error-based regression
• Nonparametric estimation of unrestricted distributions and their jumps
• Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model
• scientific article; zbMATH DE number 777881 (Why is no real title available?)
• Smooth change point estimation in regression models with random design
• Asymmetric cusp estimation in regression models
• scientific article; zbMATH DE number 3903800 (Why is no real title available?)
• scientific article; zbMATH DE number 3984405 (Why is no real title available?)
• Change-point in stochastic design regression and the bootstrap
• A new estimator of a jump discontinuity in regression

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