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Local Polynomial Estimation of Regression Functions for Mixing Processes

✍ Scribed by Elias Masry;


Book ID
108535965
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
249 KB
Volume
24
Category
Article
ISSN
0303-6898

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Estimation of regression functions with
✍ J. Huh; K.C. CarriΓ¨re πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 166 KB

We consider an estimation strategy for regression functions which may have discontinuity=change point in the derivative functions at an unknown location. First, we propose methods of estimation for the location and the jump size of the change point via the local polynomial ΓΏtting based on a kernel w