Nonparametric estimation of regression curves with discontinuous derivatives Academic Article uri icon

abstract

  • A new method is considered for estimating a point of discontinuity in the derivative of an unknown regression function. The procedure employs a least-squares approach in combination with techniques from smoothing in partially linear models. Large sample theory is derived for the estimator under a specific choice of smoother related to linear spline smoothing.

author list (cited authors)

  • Cline, D. B., Eubank, R. L., & Speckman, P. L

complete list of authors

  • Cline, DB||Eubank, RL||Speckman, PL

publication date

  • January 1995