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: | Mller C.H. |
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.