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Variance estimation in nonparametric regression with jump discontinuities
Wenlin Dai,
Tiejun Tong
*
*
Corresponding author for this work
Department of Mathematics
Research output
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Contribution to journal
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Journal article
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peer-review
2
Citations (Scopus)
27
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Dive into the research topics of 'Variance estimation in nonparametric regression with jump discontinuities'. Together they form a unique fingerprint.
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Keyphrases
Variance Estimation
100%
Nonparametric Regression
100%
Residual Variance
100%
Jump Discontinuity
100%
Design Point
100%
Simulation Study
50%
Finite Sample Performance
50%
Regression Model
50%
Regression Method
50%
Regression Function
50%
Difference-in-differences Estimation
50%
Regress
50%
Squared Distance
50%
Model with Jumps
50%
Unequally Spaced
50%
Pairwise Regression
50%
Smooth Regression
50%
Mathematics
Variance Estimation
100%
Residual Variance
100%
Jump Discontinuity
100%
Design Point
100%
Simulation Study
50%
Regression Model
50%
Regression Function
50%
Squared Difference
50%