Estimators in step regression models

نویسندگان

  • Ursula U. Müller
  • Anton Schick
  • Wolfgang Wefelmeyer
چکیده

We consider nonparametric regression models in which the regression function is a step function, and construct a convolution estimator for the response density that has the same bias as the usual estimators based on the responses, but a smaller asymptotic variance.

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تاریخ انتشار 2015