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Locally minimum variance unbiased estimator in a discontinuous density function

✍ Scribed by M. Akahira; K. Takeuchi


Book ID
110590423
Publisher
Springer
Year
1987
Tongue
English
Weight
331 KB
Volume
34
Category
Article
ISSN
0026-1335

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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