Robust estimators for estimating discontinuous functions |
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| Authors: | Christine H Müller |
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| Institution: | (1) Carl von Ossietzky University Oldenburg, Postfach 2503, D-26111 Oldenburg, Germany, DE |
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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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| Keywords: | : Robust Estimators Nonparametric Regression Discontinuous Functions Asymptotic Behavior |
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