Robust jump-detection-based estimation for nonparametric models

MaRDI QIDQ5196516zbMATH OpenFDO

Authors Zhong-Cheng Han, Jinguan Lin

Publication date 2 October 2019

zbMATH Keywords

B-splinenonparametric models with jump pointrobust and efficient estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

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Cited in

(6)

• Jump-detection-based estimation in time-varying coefficient models and empirical applications
• A jump-detecting procedure based on spline estimation
• A robust and efficient estimation method for nonparametric models with jump points
• Semiparametric jump-detection-based estimation for single-index models with jumps
• Jump detection in time series nonparametric regression models: a polynomial spline approach
• Jump detection in generalized error-in-variables regression with an application to Australian health tax policies

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