In this study we address the problem of the mean estimation of the IBEX-35 index stock quotes in the presence of change points. We rely on nonparametric regression methods for detecting and estimating changes points, and for estimating the discontinuous regression function. Model-assisted and model-
β¦ LIBER β¦
Estimation of a mean in the presence of an extreme observation
β Scribed by A. Feuerverger; I. Guttman; S.K. Sinha
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 546 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0167-7152
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