Nonparametric estimation of a discontinuity in regression

DOI10.1111/1467-9574.00196zbMATH Open1076.62520OpenAlexW1979200279MaRDI QIDQ4469558FDOQ4469558

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

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Mathematics Subject Classification ID

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

Cites Work

• Change point estimation using nonparametric regression
• On the estimation of jump points in smooth curves
• Title not available (Why is that?)
• Two-stage change-point estimators in smooth regression models
• Convergence of changepoint estimators

Cited In (23)

• 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
• Jump information criterion for statistical inference in estimating discontinuous curves
• 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
• 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
• Nonparametric estimation of unrestricted distributions and their jumps
• A change-point problem in relative error-based regression
• Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model
• Title not available (Why is that?)
• Smooth change point estimation in regression models with random design
• Asymmetric cusp estimation in regression models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Change-point in stochastic design regression and the bootstrap
• A new estimator of a jump discontinuity in regression
• Minimax Estimation of a Discontinuity for the Density

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