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Kernel-Type Estimators of Jump Points and Values of a Regression Function

Kernel-Type Estimators of Jump Points and Values of a Regression Function

In the fixed-design nonparametric regression model, kernel-type estimators of the locations of jump points and the corresponding sizes of jump values of the regression function are proposed. These kernel-type estimators are analyzed with almost sure results and limiting distributions. Using the limiting distributions, we are able to test the number …