Robust estimators for estimating discontinuous functions

Robust estimators for estimating discontinuous functions

0.00 Avg rating0 Votes
Article ID: iaor20031232
Country: Germany
Volume: 55
Issue: 1/2
Start Page Number: 99
End Page Number: 109
Publication Date: Jan 2002
Journal: Metrika
Authors:
Abstract:

We study the asymptotic behavior of a wide class of kernel estimators for estimating an unknown regression function. In particular we derive the asymptotic behavior at discontinuity points of the regression function. It turns out that some kernel estimators based on outlier robust estimators are consistent at jumps.

Reviews

Required fields are marked *. Your email address will not be published.