Scale space consistency of piecewise constant least squares estimators – another look at the regressogram

DOI10.1214/074921707000000274zbMath1176.62033arXivmath/0609347OpenAlexW2150846519MaRDI QIDQ5324531

Volkmar Liebscher, Axel Munk, Leif Boysen, Olaf Wittich

Publication date: 3 August 2009

Published in: Institute of Mathematical Statistics Lecture Notes - Monograph Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0609347

zbMATH Keywords

Skorokhod topologypenalized maximum likelihoodhard thresholdingscale spaces

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Approximation by polynomials (41A10)

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Uses Software

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