Jump Regression Analysis
نویسنده
چکیده
Nonparametric regression analysis provides statistical tools for estimating regression curves or surfaces from noisy data. Conventional nonparametric regression procedures, however, are only appropriate for estimating continuous regression functions. When the underlying regression function has jumps, functions estimated by the conventional procedures are not statistically consistent at the jump positions. Recently, regression analysis for estimating jump regression functions is under rapid development [1], which is briefly introduced here.
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