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Robust estimators for estimating discontinuous functions

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Abstract.

We study the asymptotic behavior of a wide class of kernel estimators for estimating an unknown regression function. In particular we derive the asymptotic behavior at discontinuity points of the regression function. It turns out that some kernel estimators based on outlier robust estimators are consistent at jumps.

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  1. Carl von Ossietzky University Oldenburg, Postfach 2503, D-26111 Oldenburg, Germany, , , , , , DE

    Christine H. Müller

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  1. Christine H. Müller
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Müller, C. Robust estimators for estimating discontinuous functions. Metrika 55, 99–109 (2002). https://doi.org/10.1007/s001840200190

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  • DOI: https://doi.org/10.1007/s001840200190

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