论文信息 - Nonparametric estimation of a discontinuity in regression - 字舞流文

Nonparametric estimation of a discontinuity in regression

We propose and study a new method to nonparametrically estimate a discontinuity of a regression function. The optimal rate of convergence n - 1 is obtained under minimal assumptions. No smoothing is required.

Winfried Stute | Astrid Dempfle | W. Stute | A. Dempfle

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