Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154362 | Statistics & Probability Letters | 2015 | 9 Pages |
Abstract
Given an i.i.d. sample of an R×RR×R-valued random vector (X,Y)(X,Y), we estimate the location and the size of the maximal jump of the piecewise continuous regression function m(x)=E{Y|X=x}. The proposed estimates are shown to converge almost surely to the maximal jump point under weak conditions.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Michael Kohler, Adam Krzyżak,