Variance estimation in nonparametric regression with jump discontinuities

DOI10.1080/02664763.2013.842962OpenAlexW2015679452MaRDI QIDQ5128602

Wenlin Dai, Tie Jun Tong

Publication date: 28 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2013.842962

zbMATH Keywords

nonparametric regressiondifference-based estimatorresidual variancejump pointnon-uniform designpairwise regression

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Optimal variance estimation based on lagged second-order difference in nonparametric regression, On variance estimation under shifts in the mean

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