Nonparametric estimation of a discontinuity in regression | Zendy

Dempfle Astrid | Zendy; Stute Winfried | Zendy

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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.

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