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Nonparametric estimation of a discontinuity in regression
Author(s) -
Dempfle Astrid,
Stute Winfried
Publication year - 2002
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/1467-9574.00196
Subject(s) - nonparametric regression , nonparametric statistics , mathematics , smoothing , discontinuity (linguistics) , regression function , regression , regression discontinuity design , rate of convergence , estimation , statistics , function (biology) , convergence (economics) , regression analysis , classification of discontinuities , econometrics , computer science , mathematical analysis , economics , management , economic growth , computer network , channel (broadcasting) , evolutionary biology , biology
We propose and study a new method to nonparametrically estimate a discontinuity of a regression function. The optimal rate of convergence n −1 is obtained under minimal assumptions. No smoothing is required.